+114.3%
ADI vs JD
-58.0%
+172.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -12.8% | +13.4% | -26.2% | -14.9% |
| 30D | -11.3% | +7.7% | -19.0% | -12.7% |
| 3M | -3.4% | -11.3% | +7.9% | -1.5% |
| 6M | -12.0% | -5.1% | -6.9% | -11.6% |
| YTD | +35.3% | +5.0% | +30.2% | +32.9% |
| 1Y | +58.1% | -5.6% | +63.7% | +58.5% |
| 3Y | +127.4% | +17.8% | +109.6% | +111.2% |
| All | +114.3% | -58.0% | +172.2% | +127.5% |
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