+644.4%
ADI vs RUN
-31.9%
+676.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +0.4% | +1.3% | -0.8% | +0.2% |
| 30D | -3.8% | -15.3% | +11.5% | -1.8% |
| 3M | -15.3% | -40.0% | +24.8% | -9.5% |
| 6M | +6.7% | -27.0% | +33.6% | +10.3% |
| YTD | +34.8% | -51.7% | +86.5% | +44.5% |
| 1Y | +49.0% | -45.9% | +94.9% | +55.7% |
| 3Y | +108.1% | -43.8% | +151.8% | +85.8% |
| 5Y | +142.4% | -80.5% | +222.9% | +134.6% |
| 10Y | +589.9% | +45.3% | +544.6% | +365.2% |
| All | +644.4% | -31.9% | +676.4% | +419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling