+275.2%
ADP vs JBL
+1,478.7%
-1,203.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.4% |
| 7D | -5.7% | -1.0% | -4.7% | -5.5% |
| 30D | -1.4% | -15.1% | +13.7% | +2.0% |
| 3M | +16.6% | -14.0% | +30.6% | +19.0% |
| 6M | +24.9% | +20.6% | +4.3% | +15.1% |
| YTD | +5.6% | +32.9% | -27.3% | -6.0% |
| 1Y | -6.0% | +40.5% | -46.6% | -18.4% |
| 3Y | +14.5% | +183.7% | -169.3% | -25.4% |
| 5Y | +47.9% | +388.3% | -340.5% | -23.6% |
| All | +275.2% | +1,478.7% | -1,203.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded JBL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling