+7,215.5%
AXP vs JBL
+34,654.4%
-27,438.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.2% |
| 7D | -1.1% | -5.2% | +4.1% | -0.1% |
| 30D | +5.2% | -17.5% | +22.8% | +9.4% |
| 3M | -4.6% | -26.0% | +21.4% | +1.0% |
| 6M | +3.2% | -28.9% | +32.1% | +9.4% |
| YTD | -11.3% | +10.8% | -22.2% | -15.6% |
| 1Y | -11.0% | +18.3% | -29.3% | -16.7% |
| 3Y | +120.2% | +102.2% | +18.0% | +78.7% |
| 5Y | +91.7% | +303.2% | -211.5% | +32.6% |
| 10Y | +440.3% | +1,152.0% | -711.7% | +193.1% |
| All | +7,215.5% | +34,654.4% | -27,438.9% | +2,730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling