+135.3%
JPM vs AXON
+83.1%
+52.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +3.3% | -22.8% | +26.0% | +6.1% |
| 3M | -4.2% | -48.8% | +44.6% | +3.1% |
| 6M | +16.4% | -16.3% | +32.7% | +16.6% |
| YTD | +9.5% | -44.5% | +54.0% | +14.9% |
| 1Y | +14.0% | -43.4% | +57.4% | +19.3% |
| 3Y | +153.1% | +44.3% | +108.8% | +118.1% |
| All | +135.3% | +83.1% | +52.2% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling