+152.8%
JPM vs ADP
+47.6%
+105.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -0.1% |
| 7D | -0.4% | -5.5% | +5.1% | +1.7% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | +14.1% | +17.9% | -3.7% | +6.0% |
| 6M | +23.3% | +20.3% | +3.0% | +13.1% |
| YTD | +11.3% | +5.8% | +5.4% | +8.3% |
| 1Y | +23.0% | -7.7% | +30.7% | +27.7% |
| 3Y | +162.6% | +14.7% | +147.8% | +145.8% |
| 5Y | +152.8% | +45.8% | +107.0% | +102.8% |
| All | +152.8% | +47.6% | +105.2% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling