+10.0%
JPM vs ADP
+24.1%
-14.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +1.2% | +3.2% | -2.0% | +1.0% |
| 30D | +2.7% | +12.8% | -10.0% | +1.9% |
| 3M | -4.5% | +12.3% | -16.8% | -5.2% |
| 6M | +14.3% | +45.4% | -31.1% | +9.7% |
| YTD | +8.2% | +21.4% | -13.2% | +11.4% |
| 1Y | +10.0% | +23.7% | -13.7% | +11.8% |
| All | +10.0% | +24.1% | -14.1% | +11.8% |
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 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