+440.3%
AXP vs JD
+31.7%
+408.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | -1.1% | +7.9% | -9.0% | -2.3% |
| 30D | +5.2% | +4.8% | +0.5% | +4.5% |
| 3M | -4.6% | -13.9% | +9.3% | -2.6% |
| 6M | +3.2% | -5.8% | +9.0% | +3.7% |
| YTD | -11.3% | +2.4% | -13.8% | -12.2% |
| 1Y | -11.0% | -7.5% | -3.5% | -10.5% |
| 3Y | +120.2% | +20.9% | +99.3% | +105.0% |
| 5Y | +91.7% | -58.0% | +149.8% | +102.0% |
| 10Y | +440.3% | +28.9% | +411.4% | +334.9% |
| All | +440.3% | +31.7% | +408.7% | +334.9% |
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