+317.2%
ADP vs JD
+29.5%
+287.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +0.3% | -4.0% | +4.3% | +0.7% |
| 30D | +11.6% | +2.7% | +9.0% | +11.3% |
| 3M | +15.1% | -13.0% | +28.1% | +16.6% |
| 6M | +46.0% | -12.7% | +58.7% | +47.8% |
| YTD | +22.4% | -0.8% | +23.2% | +21.9% |
| 1Y | +24.5% | -8.9% | +33.4% | +25.1% |
| 3Y | +44.8% | +17.0% | +27.8% | +37.0% |
| 5Y | +49.1% | -63.5% | +112.6% | +59.1% |
| All | +317.2% | +29.5% | +287.7% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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