+176.9%
AXON vs JBL
+405.9%
-229.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -2.5% | +4.4% | -6.9% | -3.7% |
| 30D | -11.5% | -8.4% | -3.0% | -9.5% |
| 3M | +7.3% | -14.2% | +21.5% | +11.0% |
| 6M | -11.9% | +29.6% | -41.6% | -22.8% |
| YTD | -11.0% | +37.1% | -48.1% | -24.1% |
| 1Y | -31.8% | +49.5% | -81.2% | -44.1% |
| 3Y | +135.4% | +192.7% | -57.3% | +34.8% |
| 5Y | +176.9% | +411.3% | -234.5% | +4.9% |
| All | +176.9% | +405.9% | -229.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling