+465.0%
JPM vs ADI
+631.6%
-166.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +2.1% |
| 7D | +3.5% | +9.5% | -6.0% | -0.3% |
| 30D | +3.3% | -1.4% | +4.6% | +3.1% |
| 3M | -4.2% | +4.7% | -8.9% | -6.9% |
| 6M | +16.4% | -7.4% | +23.8% | +17.2% |
| YTD | +9.5% | +48.1% | -38.5% | -10.2% |
| 1Y | +14.0% | +69.6% | -55.6% | -11.9% |
| 3Y | +153.1% | +144.4% | +8.7% | +58.1% |
| 5Y | +134.9% | +134.1% | +0.8% | +44.7% |
| All | +465.0% | +631.6% | -166.7% | +123.7% |
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