+40.6%
AXON vs JBL
+100.3%
-59.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.6% | -8.8% | -4.2% |
| 7D | -28.7% | -5.2% | -23.6% | -28.1% |
| 30D | -28.3% | -17.5% | -10.8% | -25.9% |
| 3M | -46.9% | -26.0% | -20.9% | -44.4% |
| 6M | -24.9% | -28.9% | +4.0% | -21.3% |
| YTD | -46.6% | +10.8% | -57.5% | -50.6% |
| 1Y | -49.7% | +18.3% | -68.0% | -54.3% |
| 3Y | +40.6% | +102.2% | -61.6% | +7.5% |
| All | +40.6% | +100.3% | -59.8% | +7.5% |
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 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