+448.7%
AXP vs JD
+31.9%
+416.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.5% |
| 7D | +0.6% | +13.4% | -12.8% | -1.3% |
| 30D | +5.8% | +7.7% | -1.9% | +4.6% |
| 3M | -6.0% | -11.3% | +5.3% | -4.5% |
| 6M | +0.3% | -5.1% | +5.4% | +0.7% |
| YTD | -12.3% | +5.0% | -17.3% | -13.4% |
| 1Y | -11.2% | -5.6% | -5.6% | -11.0% |
| 3Y | +117.0% | +17.8% | +99.3% | +103.0% |
| 5Y | +93.2% | -57.2% | +150.3% | +102.9% |
| All | +448.7% | +31.9% | +416.7% | +343.2% |
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