+884.2%
ADI vs JD
+48.9%
+835.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +9.1% |
| 7D | -4.4% | +7.9% | -12.3% | -6.2% |
| 30D | -2.8% | +4.8% | -7.6% | -4.1% |
| 3M | +1.5% | -13.9% | +15.4% | +4.6% |
| 6M | -4.7% | -5.8% | +1.1% | -4.1% |
| YTD | +46.8% | +2.4% | +44.4% | +44.3% |
| 1Y | +74.9% | -7.5% | +82.4% | +76.0% |
| 3Y | +147.4% | +20.9% | +126.6% | +122.8% |
| 5Y | +131.9% | -58.0% | +190.0% | +150.2% |
| 10Y | +630.6% | +28.9% | +601.7% | +458.5% |
| All | +884.2% | +48.9% | +835.3% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling