+43.6%
ADP vs JBL
+98.7%
-55.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +3.2% | -8.1% | +11.2% | +2.8% |
| 30D | +12.8% | -18.4% | +31.2% | +11.9% |
| 3M | +12.3% | -25.8% | +38.1% | +11.1% |
| 6M | +45.4% | -29.6% | +75.0% | +44.0% |
| YTD | +21.4% | +9.6% | +11.8% | +18.0% |
| 1Y | +23.7% | +14.1% | +9.6% | +19.9% |
| 3Y | +43.6% | +95.9% | -52.3% | +33.1% |
| All | +43.6% | +98.7% | -55.0% | +33.1% |
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