+10,478.8%
JPM vs ADP
+12,213.2%
-1,734.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -0.8% | +3.2% | -4.0% | -2.6% |
| 30D | +1.5% | +14.9% | -13.4% | -6.7% |
| 3M | -5.7% | +11.6% | -17.3% | -12.1% |
| 6M | +7.2% | +48.5% | -41.2% | -16.8% |
| YTD | +5.8% | +20.6% | -14.8% | -8.1% |
| 1Y | +8.8% | +23.7% | -14.9% | -7.0% |
| 3Y | +147.4% | +47.8% | +99.6% | +88.2% |
| 5Y | +125.3% | +47.7% | +77.6% | +66.8% |
| 10Y | +540.5% | +324.0% | +216.6% | +143.5% |
| All | +10,478.8% | +12,213.2% | -1,734.4% | +646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling