-6.0%
ADP vs JBL
+44.8%
-50.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.3% |
| 7D | -5.7% | -1.0% | -4.7% | -5.9% |
| 30D | -1.4% | -15.1% | +13.7% | -4.1% |
| 3M | +16.6% | -14.0% | +30.6% | +14.7% |
| 6M | +24.9% | +20.6% | +4.3% | +25.4% |
| YTD | +5.6% | +32.9% | -27.3% | +7.1% |
| 1Y | -6.0% | +40.5% | -46.6% | -4.6% |
| All | -6.0% | +44.8% | -50.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling