+141.2%
ADI vs JD
-61.6%
+202.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.6% |
| 7D | +2.4% | -0.8% | +3.2% | +2.6% |
| 30D | -6.6% | -16.0% | +9.5% | -3.6% |
| 3M | -9.8% | -3.2% | -6.6% | -9.5% |
| 6M | +15.7% | +6.1% | +9.6% | +13.8% |
| YTD | +35.1% | -0.1% | +35.2% | +34.3% |
| 1Y | +47.7% | -12.7% | +60.4% | +50.3% |
| 3Y | +114.5% | -6.3% | +120.8% | +108.0% |
| 5Y | +141.2% | -61.3% | +202.6% | +160.3% |
| All | +141.2% | -61.6% | +202.9% | +160.3% |
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