+9.1%
JPM vs AXON
-46.2%
+55.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | 0.0% |
| 7D | +1.6% | -19.7% | +21.3% | +2.9% |
| 30D | +3.4% | -25.7% | +29.1% | +5.2% |
| 3M | -5.7% | -48.8% | +43.1% | -2.2% |
| 6M | +13.5% | -22.0% | +35.5% | +14.5% |
| YTD | +8.4% | -45.9% | +54.4% | +11.3% |
| 1Y | +9.1% | -46.1% | +55.1% | +11.9% |
| All | +9.1% | -46.2% | +55.2% | +11.9% |
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