+155.5%
JPM vs ADM
+66.6%
+88.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | -1.4% | +8.2% | -9.6% | -3.2% |
| 3M | +13.9% | +8.7% | +5.2% | +11.5% |
| 6M | +23.5% | +29.1% | -5.6% | +15.6% |
| YTD | +11.6% | +53.7% | -42.0% | -0.4% |
| 1Y | +21.4% | +43.2% | -21.9% | +10.0% |
| 3Y | +163.4% | +21.4% | +142.0% | +146.9% |
| All | +155.5% | +66.6% | +88.9% | +97.7% |
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