+138.7%
AXON vs JBL
+181.2%
-42.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | -14.2% | +3.0% | -17.2% | -14.6% |
| 30D | -15.4% | -8.3% | -7.1% | -14.3% |
| 3M | +0.5% | -16.9% | +17.4% | +3.3% |
| 6M | -9.5% | +21.8% | -31.3% | -16.2% |
| YTD | -9.2% | +36.3% | -45.5% | -18.6% |
| 1Y | -29.4% | +49.5% | -78.9% | -38.4% |
| All | +138.7% | +181.2% | -42.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling