+133.0%
JPM vs ADM
+23.1%
+110.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +3.4% | -14.7% | +18.1% | +6.9% |
| 3M | -5.7% | -10.4% | +4.8% | -3.7% |
| 6M | +13.5% | -10.9% | +24.5% | +15.7% |
| YTD | +8.4% | +26.0% | -17.6% | +1.1% |
| 1Y | +9.1% | +26.5% | -17.4% | +1.4% |
| 3Y | +149.5% | +8.2% | +141.3% | +136.5% |
| All | +133.0% | +23.1% | +110.0% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling