+272.2%
ADP vs JBL
+1,523.3%
-1,251.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.7% | +4.0% | -9.7% | -6.5% |
| 30D | -3.1% | -7.5% | +4.4% | -1.8% |
| 3M | +15.6% | -14.1% | +29.7% | +18.1% |
| 6M | +20.8% | +25.9% | -5.1% | +10.1% |
| YTD | +4.7% | +36.7% | -31.9% | -7.3% |
| 1Y | -8.3% | +49.0% | -57.3% | -21.6% |
| 3Y | +13.6% | +191.8% | -178.2% | -26.4% |
| 5Y | +45.0% | +409.8% | -364.7% | -26.0% |
| All | +272.2% | +1,523.3% | -1,251.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling