+143.0%
AXON vs JD
-8.1%
+151.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.2% |
| 7D | -14.2% | -1.7% | -12.5% | -14.1% |
| 30D | -15.4% | -13.2% | -2.2% | -15.2% |
| 3M | +0.5% | -3.2% | +3.7% | +0.5% |
| 6M | -9.5% | +15.2% | -24.7% | -10.0% |
| YTD | -9.2% | +2.0% | -11.2% | -9.5% |
| 1Y | -29.4% | -5.4% | -24.0% | -29.5% |
| All | +143.0% | -8.1% | +151.0% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling