+11,853.5%
ADP vs JCI
+2,280.3%
+9,573.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.4% |
| 7D | +1.1% | -3.4% | +4.5% | +1.6% |
| 30D | +11.5% | -10.1% | +21.6% | +13.4% |
| 3M | +12.0% | -6.8% | +18.8% | +12.8% |
| 6M | +43.8% | +2.0% | +41.8% | +41.1% |
| YTD | +20.1% | +19.2% | +0.9% | +13.1% |
| 1Y | +22.3% | +16.7% | +5.6% | +15.6% |
| 3Y | +43.3% | +194.3% | -151.0% | +8.8% |
| 5Y | +47.3% | +103.0% | -55.7% | +20.4% |
| 10Y | +313.7% | +301.7% | +12.0% | +188.7% |
| All | +11,853.5% | +2,280.3% | +9,573.3% | +4,590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling