+110.7%
ADM vs RUN
-33.9%
+144.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | +4.2% | -13.5% | +17.7% | +5.1% |
| 30D | -12.8% | +18.3% | -31.1% | -13.9% |
| 3M | -8.5% | -12.5% | +4.0% | -8.1% |
| 6M | -10.9% | -40.3% | +29.4% | -8.7% |
| YTD | +29.4% | -53.1% | +82.5% | +33.1% |
| 1Y | +27.5% | -54.3% | +81.8% | +31.2% |
| 3Y | +10.3% | -6.5% | +16.8% | -0.7% |
| 5Y | +27.4% | -85.3% | +112.6% | +27.1% |
| 10Y | +134.6% | +68.9% | +65.7% | +77.2% |
| All | +110.7% | -33.9% | +144.6% | +63.1% |
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