+43.2%
ADM vs RUN
-48.0%
+91.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.4% |
| 7D | +1.4% | -1.8% | +3.2% | +1.3% |
| 30D | +8.2% | -10.8% | +19.1% | +8.1% |
| 3M | +8.7% | -30.2% | +38.9% | +8.5% |
| 6M | +29.1% | -22.3% | +51.4% | +28.9% |
| YTD | +53.7% | -52.2% | +105.8% | +52.1% |
| 1Y | +43.2% | -45.1% | +88.3% | +49.4% |
| All | +43.2% | -48.0% | +91.3% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling