+5,890.4%
ADP vs JBL
+34,886.9%
-28,996.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.9% |
| 7D | +2.2% | +6.3% | -4.2% | +1.4% |
| 30D | +10.6% | -13.5% | +24.1% | +12.2% |
| 3M | +12.9% | -31.3% | +44.3% | +17.5% |
| 6M | +50.6% | -28.4% | +79.1% | +54.9% |
| YTD | +23.2% | +11.6% | +11.6% | +18.7% |
| 1Y | +25.3% | +26.1% | -0.9% | +18.7% |
| 3Y | +47.1% | +97.4% | -50.2% | +28.5% |
| 5Y | +50.1% | +301.0% | -250.9% | +18.5% |
| 10Y | +323.6% | +1,151.1% | -827.5% | +186.5% |
| All | +5,890.4% | +34,886.9% | -28,996.5% | +3,062.7% |
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