+485.0%
ADP vs JD
+52.8%
+432.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | +3.2% | +13.4% | -10.1% | +1.9% |
| 30D | +14.9% | +7.7% | +7.2% | +14.0% |
| 3M | +11.6% | -11.3% | +22.9% | +12.9% |
| 6M | +48.5% | -5.1% | +53.6% | +48.9% |
| YTD | +20.6% | +5.0% | +15.5% | +19.4% |
| 1Y | +23.7% | -5.6% | +29.3% | +23.9% |
| 3Y | +47.8% | +17.8% | +30.0% | +39.9% |
| 5Y | +47.7% | -57.2% | +104.9% | +52.8% |
| 10Y | +324.0% | +34.8% | +289.2% | +239.0% |
| All | +485.0% | +52.8% | +432.2% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling