+128.2%
ADM vs RUN
+74.1%
+54.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +2.1% |
| 7D | +0.1% | +3.2% | -3.1% | -0.2% |
| 30D | -11.8% | +19.5% | -31.3% | -13.0% |
| 3M | -11.3% | -9.6% | -1.7% | -11.1% |
| 6M | -10.0% | -37.3% | +27.3% | -8.0% |
| YTD | +25.9% | -50.7% | +76.6% | +29.2% |
| 1Y | +26.7% | -54.1% | +80.7% | +30.4% |
| 3Y | +8.1% | -3.9% | +12.1% | -3.5% |
| 5Y | +23.5% | -84.4% | +107.9% | +23.5% |
| 10Y | +128.2% | +77.5% | +50.7% | +63.7% |
| All | +128.2% | +74.1% | +54.1% | +63.7% |
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