+469.1%
AXP vs JD
+25.4%
+443.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -6.5% | -13.2% | +6.6% | -4.6% |
| 3M | +4.6% | -3.2% | +7.8% | +5.0% |
| 6M | +5.4% | +15.2% | -9.8% | +2.7% |
| YTD | -11.1% | +2.0% | -13.1% | -11.9% |
| 1Y | -0.3% | -5.4% | +5.1% | -0.2% |
| 3Y | +111.6% | -9.1% | +120.7% | +106.2% |
| 5Y | +117.6% | -59.6% | +177.2% | +130.5% |
| All | +469.1% | +25.4% | +443.7% | +351.4% |
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