+5.7%
ADM vs RUN
-12.5%
+18.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.6% | +9.8% | -0.5% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | -13.3% | +14.0% | -27.3% | -13.7% |
| 3M | -13.4% | -11.8% | -1.6% | -13.2% |
| 6M | -9.6% | -40.4% | +30.8% | -8.4% |
| YTD | +23.0% | -52.7% | +75.7% | +24.8% |
| 1Y | +27.4% | -52.5% | +79.9% | +29.1% |
| 3Y | +5.7% | -7.7% | +13.4% | -2.3% |
| All | +5.7% | -12.5% | +18.1% | -2.3% |
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