+124.0%
JPM vs ADP
+47.3%
+76.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.8% | +3.2% | -4.0% | -1.9% |
| 30D | +1.5% | +14.9% | -13.4% | -3.8% |
| 3M | -5.7% | +11.6% | -17.3% | -9.7% |
| 6M | +7.2% | +48.5% | -41.2% | -9.5% |
| YTD | +5.8% | +20.6% | -14.8% | -2.1% |
| 1Y | +8.8% | +23.7% | -14.9% | -0.6% |
| 3Y | +147.4% | +47.8% | +99.6% | +108.7% |
| All | +124.0% | +47.3% | +76.7% | +81.4% |
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