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  • JPM vs AXON✓SelectedUSD · AXONJPM vs AXON performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs AXON

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+583.6%
AXON return
+1,845.5%
Excess return
-1,261.8%
Maximum drawdown
-43.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAXONExcessAlpha
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