+76.4%
AXON vs JD
+14.9%
+61.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +3.3% | -13.1% | -9.8% |
| 7D | -12.7% | +11.7% | -24.4% | -12.8% |
| 30D | -8.6% | +8.1% | -16.7% | -8.7% |
| 3M | -37.2% | -12.0% | -25.2% | -37.2% |
| 6M | +0.5% | -3.5% | +4.0% | +0.4% |
| YTD | -32.6% | +3.3% | -36.0% | -32.8% |
| 1Y | -40.2% | -7.4% | -32.8% | -40.3% |
| All | +76.4% | +14.9% | +61.5% | +81.8% |
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