+28.9%
JD vs ADM
+100.2%
-71.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.9% | -7.8% | +15.7% | +10.5% |
| 30D | +4.8% | -12.6% | +17.3% | +9.1% |
| 3M | -13.9% | -8.2% | -5.7% | -12.1% |
| 6M | -5.8% | -8.9% | +3.1% | -3.9% |
| YTD | +2.4% | +24.0% | -21.6% | -6.4% |
| 1Y | -7.5% | +26.2% | -33.7% | -16.1% |
| 3Y | +20.9% | +7.0% | +13.9% | +13.0% |
| 5Y | -58.0% | +24.9% | -82.9% | -64.5% |
| 10Y | +28.9% | +102.6% | -73.7% | -16.0% |
| All | +28.9% | +100.2% | -71.3% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling