+79.3%
ADI vs RUN
-53.7%
+133.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | -5.1% | +18.5% | -23.6% | -7.6% |
| 30D | -3.1% | +15.5% | -18.6% | -5.4% |
| 3M | +7.1% | -20.3% | +27.5% | +10.3% |
| 6M | +2.9% | -30.8% | +33.7% | +7.8% |
| YTD | +51.1% | -52.2% | +103.4% | +58.6% |
| 1Y | +79.3% | -53.9% | +133.2% | +88.2% |
| All | +79.3% | -53.7% | +133.1% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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