+115.3%
ADI vs RUN
-37.3%
+152.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.0% |
| 7D | +2.6% | -1.8% | +4.4% | +2.8% |
| 30D | -4.6% | -10.8% | +6.2% | -3.6% |
| 3M | -9.5% | -30.2% | +20.7% | -6.3% |
| 6M | +14.8% | -22.3% | +37.2% | +17.2% |
| YTD | +35.8% | -52.2% | +88.0% | +43.1% |
| 1Y | +48.9% | -45.1% | +94.0% | +54.0% |
| All | +115.3% | -37.3% | +152.6% | +91.2% |
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 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