+592.1%
JPM vs ADP
+270.4%
+321.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.9% |
| 7D | -0.4% | -5.7% | +5.2% | +2.8% |
| 30D | -1.4% | -3.1% | +1.7% | +0.1% |
| 3M | +13.9% | +15.6% | -1.7% | +3.9% |
| 6M | +23.5% | +20.8% | +2.7% | +8.7% |
| YTD | +11.6% | +4.7% | +6.9% | +6.6% |
| 1Y | +21.4% | -8.3% | +29.7% | +25.1% |
| 3Y | +163.4% | +13.6% | +149.9% | +136.2% |
| 5Y | +152.5% | +45.0% | +107.5% | +88.4% |
| 10Y | +592.1% | +279.0% | +313.1% | +233.9% |
| All | +592.1% | +270.4% | +321.7% | +233.9% |
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