+14.7%
ADP vs JBL
+189.9%
-175.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | -5.5% | +4.4% | -9.9% | -5.4% |
| 30D | -1.2% | -8.4% | +7.2% | -1.4% |
| 3M | +17.9% | -14.2% | +32.0% | +17.9% |
| 6M | +20.3% | +29.6% | -9.3% | +18.0% |
| YTD | +5.8% | +37.1% | -31.2% | +3.4% |
| 1Y | -7.7% | +49.5% | -57.2% | -10.6% |
| 3Y | +14.7% | +192.7% | -177.9% | +4.5% |
| All | +14.7% | +189.9% | -175.1% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling