+1,013.1%
AXON vs JD
+33.2%
+979.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -27.4% | +5.2% | -32.6% | -28.2% |
| 30D | -28.5% | +4.5% | -33.0% | -29.2% |
| 3M | -49.3% | -15.4% | -33.8% | -47.7% |
| 6M | -25.0% | -6.0% | -19.0% | -24.7% |
| YTD | -46.7% | +2.2% | -48.9% | -47.5% |
| 1Y | -48.3% | -6.7% | -41.6% | -48.1% |
| 3Y | +38.8% | +20.5% | +18.3% | +22.3% |
| 5Y | +77.7% | -58.4% | +136.1% | +93.2% |
| All | +1,013.1% | +33.2% | +979.9% | +704.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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