+119.7%
AXP vs JD
+14.9%
+104.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.6% |
| 7D | +0.4% | +11.7% | -11.4% | -0.7% |
| 30D | +7.0% | +8.1% | -1.0% | +6.2% |
| 3M | -6.6% | -12.0% | +5.4% | -5.6% |
| 6M | +3.5% | -3.5% | +7.0% | +3.5% |
| YTD | -11.2% | +3.3% | -14.5% | -11.8% |
| 1Y | -10.2% | -7.4% | -2.7% | -9.9% |
| All | +119.7% | +14.9% | +104.8% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling