+806.6%
ADI vs JD
+52.8%
+753.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -12.8% | +13.4% | -26.2% | -15.4% |
| 30D | -11.3% | +7.7% | -19.0% | -13.0% |
| 3M | -3.4% | -11.3% | +7.9% | -1.1% |
| 6M | -12.0% | -5.1% | -6.9% | -11.6% |
| YTD | +35.3% | +5.0% | +30.2% | +32.2% |
| 1Y | +58.1% | -5.6% | +63.7% | +58.4% |
| 3Y | +127.4% | +17.8% | +109.6% | +106.2% |
| 5Y | +114.6% | -57.2% | +171.8% | +130.7% |
| 10Y | +589.3% | +34.8% | +554.6% | +422.6% |
| All | +806.6% | +52.8% | +753.9% | +555.8% |
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