+11,186.3%
JPM vs ADM
+1,908.9%
+9,277.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.3% | +3.8% | -3.5% | -1.2% |
| 30D | -0.2% | +9.8% | -9.9% | -4.0% |
| 3M | +15.9% | +2.1% | +13.7% | +14.3% |
| 6M | +20.9% | +27.5% | -6.6% | +8.5% |
| YTD | +12.9% | +50.2% | -37.3% | -5.5% |
| 1Y | +20.3% | +40.6% | -20.3% | +2.8% |
| 3Y | +160.9% | +17.2% | +143.7% | +131.0% |
| 5Y | +154.8% | +61.9% | +92.9% | +92.9% |
| 10Y | +591.1% | +159.3% | +431.8% | +330.4% |
| All | +11,186.3% | +1,908.9% | +9,277.4% | +2,810.8% |
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