+803.4%
ADI vs JD
+48.3%
+755.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | -3.8% | -13.2% | +9.4% | -0.8% |
| 3M | -15.3% | -3.2% | -12.1% | -14.9% |
| 6M | +6.7% | +15.2% | -8.5% | +2.5% |
| YTD | +34.8% | +2.0% | +32.8% | +33.0% |
| 1Y | +49.0% | -5.4% | +54.4% | +49.3% |
| 3Y | +108.1% | -9.1% | +117.2% | +100.9% |
| 5Y | +142.4% | -59.6% | +202.0% | +164.0% |
| 10Y | +589.9% | +26.2% | +563.7% | +430.7% |
| All | +803.4% | +48.3% | +755.1% | +559.6% |
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