+100.3%
ADM vs RUN
-33.3%
+133.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.6% | +9.8% | -0.1% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | -13.3% | +14.0% | -27.3% | -14.2% |
| 3M | -13.4% | -11.8% | -1.6% | -13.0% |
| 6M | -9.6% | -40.4% | +30.8% | -7.4% |
| YTD | +23.0% | -52.7% | +75.7% | +26.4% |
| 1Y | +27.4% | -52.5% | +79.9% | +30.7% |
| 3Y | +5.7% | -7.7% | +13.4% | -4.8% |
| 5Y | +22.1% | -83.9% | +105.9% | +20.8% |
| 10Y | +106.0% | +84.9% | +21.0% | +54.8% |
| All | +100.3% | -33.3% | +133.6% | +55.0% |
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