-39.9%
AXON vs JBL
+20.8%
-60.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.7% | +2.0% |
| 7D | +0.2% | -11.1% | +11.4% | +0.7% |
| 30D | +3.0% | -14.1% | +17.1% | +3.6% |
| 3M | -30.1% | -23.9% | -6.2% | -29.8% |
| 6M | +7.7% | -24.1% | +31.8% | +6.5% |
| YTD | -25.3% | +13.5% | -38.8% | -31.6% |
| 1Y | -39.9% | +23.7% | -63.7% | -45.6% |
| All | -39.9% | +20.8% | -60.7% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling