+147.4%
JPM vs AXON
+42.7%
+104.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.2% | +17.3% | +0.8% |
| 7D | -0.8% | -26.8% | +26.1% | +2.0% |
| 30D | +1.5% | -22.9% | +24.4% | +3.7% |
| 3M | -5.7% | -40.1% | +34.4% | -1.7% |
| 6M | +7.2% | -18.9% | +26.1% | +7.6% |
| YTD | +5.8% | -44.9% | +50.7% | +10.2% |
| 1Y | +8.8% | -46.7% | +55.5% | +13.7% |
| 3Y | +147.4% | +44.3% | +103.1% | +125.0% |
| All | +147.4% | +42.7% | +104.7% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling