+479.1%
JPM vs ADP
+315.9%
+163.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +1.2% | +3.2% | -2.0% | -0.5% |
| 30D | +2.7% | +12.8% | -10.0% | -4.0% |
| 3M | -4.5% | +12.3% | -16.8% | -10.8% |
| 6M | +14.3% | +45.4% | -31.1% | -8.9% |
| YTD | +8.2% | +21.4% | -13.2% | -5.0% |
| 1Y | +10.0% | +23.7% | -13.7% | -4.6% |
| 3Y | +149.0% | +43.6% | +105.3% | +95.2% |
| 5Y | +131.0% | +48.7% | +82.3% | +72.0% |
| 10Y | +479.1% | +316.1% | +163.0% | +169.8% |
| All | +479.1% | +315.9% | +163.2% | +169.8% |
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