+460.4%
JPM vs AXON
+1,057.9%
-597.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.2% |
| 7D | -2.5% | -25.6% | +23.2% | +1.4% |
| 30D | +2.7% | -23.9% | +26.6% | +6.4% |
| 3M | -4.7% | -50.4% | +45.8% | +4.5% |
| 6M | +15.6% | -20.0% | +35.6% | +16.8% |
| YTD | +8.6% | -44.5% | +53.1% | +14.8% |
| 1Y | +10.9% | -44.9% | +55.8% | +17.3% |
| 3Y | +149.9% | +44.7% | +105.2% | +116.9% |
| 5Y | +131.9% | +86.7% | +45.2% | +86.3% |
| All | +460.4% | +1,057.9% | -597.5% | +226.2% |
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 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