+71.9%
AXON vs JD
-58.0%
+129.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.8% |
| 7D | -28.7% | +7.9% | -36.6% | -29.5% |
| 30D | -28.3% | +4.8% | -33.1% | -28.8% |
| 3M | -46.9% | -13.9% | -33.0% | -46.0% |
| 6M | -24.9% | -5.8% | -19.1% | -24.7% |
| YTD | -46.6% | +2.4% | -49.0% | -47.1% |
| 1Y | -49.7% | -7.5% | -42.1% | -49.5% |
| 3Y | +40.6% | +20.9% | +19.7% | +29.2% |
| 5Y | +71.9% | -58.0% | +129.9% | +90.6% |
| All | +71.9% | -58.0% | +129.8% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling