+17.8%
ADP vs JD
-8.1%
+25.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -3.4% | -1.7% | -1.8% | -3.4% |
| 30D | +2.8% | -13.2% | +15.9% | +3.1% |
| 3M | +20.9% | -3.2% | +24.1% | +21.0% |
| 6M | +29.9% | +15.2% | +14.6% | +29.1% |
| YTD | +9.6% | +2.0% | +7.7% | +9.4% |
| 1Y | -5.3% | -5.4% | +0.1% | -5.3% |
| All | +17.8% | -8.1% | +25.9% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling