+182.3%
AXON vs JD
-60.2%
+242.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.4% |
| 7D | -14.2% | -1.7% | -12.5% | -14.0% |
| 30D | -15.4% | -13.2% | -2.2% | -14.0% |
| 3M | +0.5% | -3.2% | +3.7% | +0.7% |
| 6M | -9.5% | +15.2% | -24.7% | -11.5% |
| YTD | -9.2% | +2.0% | -11.2% | -9.9% |
| 1Y | -29.4% | -5.4% | -24.0% | -29.4% |
| 3Y | +139.4% | -9.1% | +148.5% | +132.6% |
| All | +182.3% | -60.2% | +242.5% | +208.7% |
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