+20.3%
JPM vs ADP
-4.5%
+24.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.8% |
| 7D | +0.3% | -3.4% | +3.7% | +0.5% |
| 30D | -0.2% | +2.8% | -3.0% | -0.3% |
| 3M | +15.9% | +20.9% | -5.1% | +13.6% |
| 6M | +20.9% | +29.9% | -8.9% | +17.8% |
| YTD | +12.9% | +9.6% | +3.2% | +14.3% |
| 1Y | +20.3% | -5.3% | +25.6% | +25.7% |
| All | +20.3% | -4.5% | +24.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling