-7.7%
ADP vs JCI
+38.2%
-45.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.2% |
| 7D | -5.5% | +5.1% | -10.6% | -4.0% |
| 30D | -1.2% | -3.8% | +2.6% | -2.3% |
| 3M | +17.9% | +1.9% | +16.0% | +19.2% |
| 6M | +20.3% | +11.2% | +9.1% | +24.1% |
| YTD | +5.8% | +22.9% | -17.1% | +10.6% |
| 1Y | -7.7% | +37.4% | -45.1% | -4.2% |
| All | -7.7% | +38.2% | -45.9% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling