+114.9%
AXP vs JBL
+100.1%
+14.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -0.1% | +6.3% | -6.5% | -1.5% |
| 30D | +4.4% | -13.5% | +17.9% | +7.4% |
| 3M | -6.4% | -31.3% | +24.9% | +0.9% |
| 6M | +4.2% | -28.4% | +32.6% | +10.1% |
| YTD | -12.4% | +11.6% | -24.0% | -19.1% |
| 1Y | -11.1% | +26.1% | -37.2% | -21.1% |
| 3Y | +114.9% | +97.4% | +17.5% | +59.4% |
| All | +114.9% | +100.1% | +14.7% | +59.4% |
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