+5,231.8%
ADP vs JBL
+42,637.1%
-37,405.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -3.4% | +3.0% | -6.5% | -3.8% |
| 30D | +2.8% | -8.3% | +11.1% | +3.7% |
| 3M | +20.9% | -16.9% | +37.8% | +22.9% |
| 6M | +29.9% | +21.8% | +8.1% | +24.8% |
| YTD | +9.6% | +36.3% | -26.7% | +3.6% |
| 1Y | -5.3% | +49.5% | -54.8% | -11.9% |
| 3Y | +16.5% | +170.6% | -154.2% | -2.0% |
| 5Y | +49.4% | +408.4% | -359.0% | +15.0% |
| 10Y | +282.2% | +1,450.4% | -1,168.2% | +152.9% |
| All | +5,231.8% | +42,637.1% | -37,405.3% | +2,660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling