+47.8%
ADP vs JCI
+174.6%
-126.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.2% |
| 7D | +3.2% | -9.4% | +12.6% | +3.1% |
| 30D | +14.9% | -13.4% | +28.3% | +14.7% |
| 3M | +11.6% | -12.4% | +24.0% | +11.5% |
| 6M | +48.5% | -5.1% | +53.6% | +47.5% |
| YTD | +20.6% | +13.7% | +6.8% | +15.9% |
| 1Y | +23.7% | +11.4% | +12.3% | +19.4% |
| 3Y | +47.8% | +175.9% | -128.1% | +22.1% |
| All | +47.8% | +174.6% | -126.8% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling