+23.2%
ADP vs JD
-7.9%
+31.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.1% |
| 7D | +3.2% | +5.2% | -2.0% | +2.9% |
| 30D | +12.8% | +4.5% | +8.3% | +12.4% |
| 3M | +12.3% | -15.4% | +27.7% | +12.8% |
| 6M | +45.4% | -6.0% | +51.5% | +44.1% |
| YTD | +21.4% | +2.2% | +19.2% | +20.5% |
| All | +23.2% | -7.9% | +31.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling