+19.6%
JCI vs AXON
-45.9%
+65.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.6% |
| 7D | +2.9% | -25.6% | +28.5% | +2.3% |
| 30D | -6.9% | -23.9% | +16.9% | -7.4% |
| 3M | -6.3% | -50.4% | +44.1% | -8.0% |
| 6M | +2.6% | -20.0% | +22.6% | +3.9% |
| YTD | +21.8% | -44.5% | +66.3% | +19.5% |
| 1Y | +19.6% | -44.9% | +64.5% | +17.4% |
| All | +19.6% | -45.9% | +65.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling