-40.1%
AXON vs JBL
-28.9%
-11.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.2% | -19.3% | -18.3% |
| 7D | -26.8% | -12.3% | -14.5% | -25.8% |
| 30D | -22.9% | -20.2% | -2.7% | -21.5% |
| 3M | -40.1% | -30.6% | -9.5% | -38.5% |
| All | -40.1% | -28.9% | -11.1% | -38.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling