+144.4%
ADI vs RUN
-7.3%
+151.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | +9.5% | -13.5% | +23.0% | +10.9% |
| 30D | -1.4% | +18.3% | -19.7% | -3.7% |
| 3M | +4.7% | -12.5% | +17.2% | +5.4% |
| 6M | -7.4% | -40.3% | +32.9% | -3.4% |
| YTD | +48.1% | -53.1% | +101.2% | +55.3% |
| 1Y | +69.6% | -54.3% | +123.9% | +78.0% |
| 3Y | +144.4% | -6.5% | +150.9% | +113.4% |
| All | +144.4% | -7.3% | +151.7% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling