+86.1%
AXP vs JBL
+299.0%
-212.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | -0.1% | +6.3% | -6.5% | -2.0% |
| 30D | +4.4% | -13.5% | +17.9% | +8.5% |
| 3M | -6.4% | -31.3% | +24.9% | +3.6% |
| 6M | +4.2% | -28.4% | +32.6% | +12.3% |
| YTD | -12.4% | +11.6% | -24.0% | -20.6% |
| 1Y | -11.1% | +26.1% | -37.2% | -23.3% |
| 3Y | +114.9% | +97.4% | +17.5% | +46.6% |
| All | +86.1% | +299.0% | -212.9% | -21.3% |
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