-5.4%
JD vs ADM
+40.7%
-46.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | +3.8% | -5.4% | -2.2% |
| 30D | -13.2% | +9.8% | -22.9% | -14.3% |
| 3M | -3.2% | +2.1% | -5.3% | -3.8% |
| 6M | +15.2% | +27.5% | -12.3% | +10.6% |
| YTD | +2.0% | +50.2% | -48.2% | -5.8% |
| 1Y | -5.4% | +40.6% | -46.0% | -10.1% |
| All | -5.4% | +40.7% | -46.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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