+117.0%
AXP vs JBL
+87.5%
+29.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +0.6% | -12.3% | +12.9% | +3.3% |
| 30D | +5.8% | -20.2% | +26.0% | +10.7% |
| 3M | -6.0% | -30.6% | +24.6% | +0.9% |
| 6M | +0.3% | -35.8% | +36.1% | +8.7% |
| YTD | -12.3% | +4.9% | -17.2% | -17.9% |
| 1Y | -11.2% | +11.3% | -22.5% | -18.6% |
| 3Y | +117.0% | +89.1% | +27.9% | +63.4% |
| All | +117.0% | +87.5% | +29.6% | +63.4% |
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