+95.6%
AXP vs JD
-59.1%
+154.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.7% |
| 7D | +0.4% | +11.7% | -11.4% | -1.0% |
| 30D | +7.0% | +8.1% | -1.0% | +6.0% |
| 3M | -6.6% | -12.0% | +5.4% | -5.2% |
| 6M | +3.5% | -3.5% | +7.0% | +3.6% |
| YTD | -11.2% | +3.3% | -14.5% | -12.0% |
| 1Y | -10.2% | -7.4% | -2.7% | -9.8% |
| 3Y | +120.0% | +16.6% | +103.5% | +108.5% |
| 5Y | +95.6% | -57.9% | +153.4% | +104.7% |
| All | +95.6% | -59.1% | +154.7% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling