-5.1%
JCI vs AXON
-18.6%
+13.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -18.2% | +20.9% | +2.3% |
| 7D | -9.4% | -26.8% | +17.4% | -9.8% |
| 30D | -13.4% | -22.9% | +9.5% | -13.6% |
| 3M | -12.4% | -40.1% | +27.7% | -13.0% |
| 6M | -5.1% | -18.9% | +13.7% | +0.2% |
| All | -5.1% | -18.6% | +13.5% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling