+464.9%
AXP vs JBL
+1,439.8%
-974.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +0.6% | +4.4% | -3.8% | -1.3% |
| 30D | -4.3% | -8.4% | +4.1% | -1.3% |
| 3M | +4.7% | -14.2% | +18.9% | +9.8% |
| 6M | +9.0% | +29.6% | -20.6% | -7.0% |
| YTD | -11.1% | +37.1% | -48.2% | -26.8% |
| 1Y | +1.3% | +49.5% | -48.2% | -21.1% |
| 3Y | +114.5% | +192.7% | -78.2% | +10.6% |
| 5Y | +118.0% | +411.3% | -293.3% | -20.4% |
| 10Y | +464.9% | +1,447.6% | -982.7% | +17.5% |
| All | +464.9% | +1,439.8% | -974.8% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling