+176.6%
ADM vs RUN
+43.6%
+133.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.7% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +8.2% | -10.8% | +19.1% | +8.9% |
| 3M | +8.7% | -30.2% | +38.9% | +10.7% |
| 6M | +29.1% | -22.3% | +51.4% | +30.0% |
| YTD | +53.7% | -52.2% | +105.8% | +58.2% |
| 1Y | +43.2% | -45.1% | +88.3% | +45.2% |
| 3Y | +21.4% | -37.1% | +58.5% | +12.5% |
| 5Y | +67.1% | -80.3% | +147.4% | +62.5% |
| 10Y | +176.6% | +45.2% | +131.4% | +117.9% |
| All | +176.6% | +43.6% | +133.0% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling