+465.0%
JPM vs ADP
+322.2%
+142.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +2.3% |
| 30D | +3.3% | +10.6% | -7.3% | -2.5% |
| 3M | -4.2% | +12.9% | -17.1% | -10.8% |
| 6M | +16.4% | +50.6% | -34.2% | -9.1% |
| YTD | +9.5% | +23.2% | -13.7% | -4.6% |
| 1Y | +14.0% | +25.3% | -11.2% | -1.7% |
| 3Y | +153.1% | +47.1% | +105.9% | +95.8% |
| 5Y | +134.9% | +50.1% | +84.8% | +74.2% |
| All | +465.0% | +322.2% | +142.8% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling