+17.8%
JD vs ADM
+6.1%
+11.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +13.4% | -9.0% | +22.4% | +15.8% |
| 30D | +7.7% | -14.0% | +21.7% | +11.5% |
| 3M | -11.3% | -9.2% | -2.1% | -9.8% |
| 6M | -5.1% | -9.2% | +4.0% | -3.7% |
| YTD | +5.0% | +24.2% | -19.2% | -3.3% |
| 1Y | -5.6% | +27.0% | -32.6% | -13.8% |
| 3Y | +17.8% | +6.6% | +11.2% | +9.6% |
| All | +17.8% | +6.1% | +11.7% | +9.6% |
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