+379.2%
AXON vs JAAA
+29.3%
+349.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.3% |
| 7D | -14.2% | +0.2% | -14.3% | -14.4% |
| 30D | -15.4% | +0.5% | -15.9% | -16.0% |
| 3M | +0.5% | +1.3% | -0.8% | -1.3% |
| 6M | -9.5% | +2.7% | -12.2% | -12.8% |
| YTD | -9.2% | +3.2% | -12.4% | -13.2% |
| 1Y | -29.4% | +4.9% | -34.3% | -34.1% |
| 3Y | +139.4% | +19.0% | +120.4% | +109.7% |
| 5Y | +178.9% | +26.8% | +152.1% | +128.2% |
| All | +379.2% | +29.3% | +349.9% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling