+142.1%
ADP vs JAAA
+30.2%
+111.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +11.6% | +0.4% | +11.2% | +11.4% |
| 3M | +15.1% | +1.2% | +13.9% | +14.3% |
| 6M | +46.0% | +2.3% | +43.8% | +44.3% |
| YTD | +22.4% | +4.0% | +18.4% | +20.0% |
| 1Y | +24.5% | +4.8% | +19.7% | +21.5% |
| 3Y | +44.8% | +18.5% | +26.3% | +40.9% |
| 5Y | +49.1% | +27.5% | +21.6% | +43.2% |
| All | +142.1% | +30.2% | +111.8% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling