+54.3%
JD vs ADM
+180.5%
-126.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | +3.8% | -5.4% | -3.0% |
| 30D | -13.2% | +9.8% | -22.9% | -16.0% |
| 3M | -3.2% | +2.1% | -5.3% | -4.2% |
| 6M | +15.2% | +27.5% | -12.3% | +5.0% |
| YTD | +2.0% | +50.2% | -48.2% | -12.5% |
| 1Y | -5.4% | +40.6% | -46.0% | -17.2% |
| 3Y | -9.1% | +17.2% | -26.3% | -17.2% |
| 5Y | -59.6% | +61.9% | -121.5% | -68.8% |
| 10Y | +26.2% | +159.3% | -133.0% | -24.3% |
| All | +54.3% | +180.5% | -126.1% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling