+279.0%
ADP vs JCI
+323.6%
-44.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -5.7% | +4.1% | -9.7% | -7.0% |
| 30D | -3.1% | -3.8% | +0.7% | -2.0% |
| 3M | +15.6% | -1.6% | +17.2% | +15.2% |
| 6M | +20.8% | +9.5% | +11.3% | +14.5% |
| YTD | +4.7% | +21.7% | -17.0% | -5.4% |
| 1Y | -8.3% | +37.1% | -45.4% | -21.5% |
| 3Y | +13.6% | +165.2% | -151.6% | -29.1% |
| 5Y | +45.0% | +110.3% | -65.3% | -1.8% |
| 10Y | +279.0% | +341.0% | -62.0% | +63.9% |
| All | +279.0% | +323.6% | -44.6% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling