+321.2%
JCI vs AXON
+1,884.9%
-1,563.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.5% |
| 7D | +3.8% | -14.2% | +18.0% | +6.1% |
| 30D | -5.7% | -15.4% | +9.7% | -3.8% |
| 3M | -1.4% | +0.5% | -1.9% | -2.7% |
| 6M | +4.1% | -9.5% | +13.6% | +3.7% |
| YTD | +21.7% | -9.2% | +30.9% | +20.1% |
| 1Y | +36.1% | -29.4% | +65.5% | +39.6% |
| 3Y | +154.4% | +139.4% | +15.0% | +102.7% |
| 5Y | +112.0% | +178.9% | -66.9% | +58.6% |
| All | +321.2% | +1,884.9% | -1,563.7% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling