+7,234.6%
AXP vs JBL
+42,637.0%
-35,402.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.1% | +3.0% | -5.1% | -2.8% |
| 30D | -6.5% | -8.3% | +1.7% | -5.0% |
| 3M | +4.6% | -16.9% | +21.5% | +8.1% |
| 6M | +5.4% | +21.8% | -16.3% | -0.7% |
| YTD | -11.1% | +36.3% | -47.4% | -18.6% |
| 1Y | -0.3% | +49.5% | -49.8% | -11.1% |
| 3Y | +111.6% | +170.6% | -59.1% | +61.3% |
| 5Y | +117.6% | +408.4% | -290.8% | +43.7% |
| 10Y | +474.1% | +1,450.4% | -976.3% | +198.9% |
| All | +7,234.6% | +42,637.0% | -35,402.5% | +2,630.0% |
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