-33.1%
AXON vs JBL
+49.3%
-82.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -3.3% | +4.0% | -7.4% | -3.6% |
| 30D | -17.8% | -7.5% | -10.3% | -17.7% |
| 3M | +8.3% | -14.1% | +22.3% | +8.7% |
| 6M | -12.4% | +25.9% | -38.2% | -19.2% |
| YTD | -13.7% | +36.7% | -50.4% | -21.8% |
| 1Y | -33.1% | +49.0% | -82.1% | -40.4% |
| All | -33.1% | +49.3% | -82.3% | -40.4% |
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