+636.4%
ADI vs JD
+14.7%
+621.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | +2.6% | -3.0% | +5.6% | +3.4% |
| 30D | -4.6% | -19.3% | +14.7% | +0.3% |
| 3M | -9.5% | -6.0% | -3.5% | -8.5% |
| 6M | +14.8% | +1.8% | +13.1% | +13.5% |
| YTD | +35.8% | -2.6% | +38.4% | +35.4% |
| 1Y | +48.9% | -17.4% | +66.4% | +54.3% |
| 3Y | +115.6% | -8.6% | +124.2% | +106.9% |
| 5Y | +135.1% | -61.6% | +196.7% | +162.4% |
| 10Y | +636.4% | +16.9% | +619.6% | +428.9% |
| All | +636.4% | +14.7% | +621.7% | +428.9% |
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