+1,556.8%
JPM vs AXON
+101,343.3%
-99,786.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.3% |
| 7D | +0.3% | -14.2% | +14.4% | +2.7% |
| 30D | -0.2% | -15.4% | +15.2% | +2.0% |
| 3M | +15.9% | +0.5% | +15.4% | +14.4% |
| 6M | +20.9% | -9.5% | +30.4% | +20.4% |
| YTD | +12.9% | -9.2% | +22.1% | +11.5% |
| 1Y | +20.3% | -29.4% | +49.7% | +23.3% |
| 3Y | +160.9% | +139.4% | +21.5% | +111.1% |
| 5Y | +154.8% | +178.9% | -24.1% | +94.8% |
| 10Y | +591.1% | +1,840.8% | -1,249.7% | +250.0% |
| All | +1,556.8% | +101,343.3% | -99,786.5% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling