+403.0%
AXP vs JD
+29.5%
+373.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -2.1% | -4.0% | +1.9% | -1.5% |
| 30D | +2.7% | +2.7% | 0.0% | +2.2% |
| 3M | -7.3% | -13.0% | +5.8% | -5.5% |
| 6M | +1.8% | -12.7% | +14.5% | +3.4% |
| YTD | -13.1% | -0.8% | -12.3% | -13.5% |
| 1Y | -13.7% | -8.9% | -4.8% | -13.1% |
| 3Y | +113.1% | +17.0% | +96.1% | +99.3% |
| 5Y | +85.9% | -63.5% | +149.4% | +100.9% |
| All | +403.0% | +29.5% | +373.5% | +295.2% |
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