+162.6%
JPM vs ADP
+13.9%
+148.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -0.4% |
| 7D | -0.4% | -5.5% | +5.1% | +1.2% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | +14.1% | +17.9% | -3.7% | +7.5% |
| 6M | +23.3% | +20.3% | +3.0% | +15.4% |
| YTD | +11.3% | +5.8% | +5.4% | +10.4% |
| 1Y | +23.0% | -7.7% | +30.7% | +30.4% |
| 3Y | +162.6% | +14.7% | +147.8% | +159.6% |
| All | +162.6% | +13.9% | +148.7% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling