+20.3%
JPM vs AXON
-28.9%
+49.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.7% |
| 7D | +0.3% | -14.2% | +14.4% | +0.9% |
| 30D | -0.2% | -15.4% | +15.2% | +0.4% |
| 3M | +15.9% | +0.5% | +15.4% | +15.9% |
| 6M | +20.9% | -9.5% | +30.4% | +22.4% |
| YTD | +12.9% | -9.2% | +22.1% | +12.7% |
| 1Y | +20.3% | -29.4% | +49.7% | +19.5% |
| All | +20.3% | -28.9% | +49.3% | +19.5% |
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