+18.9%
JD vs ADM
+11.2%
+7.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.9% |
| 7D | -4.1% | +4.2% | -8.3% | -5.1% |
| 30D | +4.6% | -12.8% | +17.5% | +8.0% |
| 3M | -4.7% | -8.5% | +3.7% | -3.1% |
| 6M | -17.4% | -10.9% | -6.4% | -15.6% |
| YTD | +0.7% | +29.4% | -28.7% | -8.1% |
| 1Y | -5.9% | +27.5% | -33.4% | -13.9% |
| 3Y | +18.9% | +10.3% | +8.5% | +11.7% |
| All | +18.9% | +11.2% | +7.7% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling