+587.9%
JPM vs ADI
+642.5%
-54.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -0.4% | +2.6% | -3.1% | -1.5% |
| 30D | -1.4% | -4.6% | +3.2% | +0.3% |
| 3M | +13.9% | -9.5% | +23.4% | +17.3% |
| 6M | +23.5% | +14.8% | +8.7% | +14.1% |
| YTD | +11.6% | +35.8% | -24.2% | -4.4% |
| 1Y | +21.4% | +48.9% | -27.6% | -0.4% |
| 3Y | +163.4% | +115.6% | +47.9% | +74.9% |
| 5Y | +152.5% | +135.1% | +17.4% | +55.2% |
| All | +587.9% | +642.5% | -54.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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