+583.6%
JPM vs AXON
+1,845.5%
-1,261.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -0.4% | -2.5% | +2.1% | -0.1% |
| 30D | -1.1% | -11.5% | +10.4% | +0.3% |
| 3M | +14.1% | +7.3% | +6.8% | +11.7% |
| 6M | +23.3% | -11.9% | +35.2% | +23.5% |
| YTD | +11.3% | -11.0% | +22.3% | +10.6% |
| 1Y | +23.0% | -31.8% | +54.8% | +26.9% |
| 3Y | +162.6% | +135.4% | +27.2% | +113.4% |
| 5Y | +152.8% | +176.9% | -24.1% | +93.0% |
| 10Y | +583.6% | +1,854.5% | -1,270.8% | +260.2% |
| All | +583.6% | +1,845.5% | -1,261.8% | +260.2% |
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