+1,046.6%
AXON vs JBL
+1,148.2%
-101.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.5% |
| 7D | +0.8% | +6.3% | -5.6% | -1.7% |
| 30D | -22.8% | -13.5% | -9.3% | -18.8% |
| 3M | -48.8% | -31.3% | -17.4% | -41.7% |
| 6M | -16.3% | -28.4% | +12.1% | -8.0% |
| YTD | -44.5% | +11.6% | -56.0% | -50.7% |
| 1Y | -43.4% | +26.1% | -69.5% | -52.5% |
| 3Y | +44.3% | +97.4% | -53.1% | -7.8% |
| 5Y | +85.1% | +301.0% | -215.9% | -20.5% |
| All | +1,046.6% | +1,148.2% | -101.6% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling