+144.6%
ADM vs RUN
-31.9%
+176.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | +9.8% | -15.3% | +25.0% | +10.7% |
| 3M | +2.1% | -40.0% | +42.1% | +5.0% |
| 6M | +27.5% | -27.0% | +54.5% | +29.0% |
| YTD | +50.2% | -51.7% | +101.9% | +54.6% |
| 1Y | +40.6% | -45.9% | +86.5% | +42.7% |
| 3Y | +17.2% | -43.8% | +61.0% | +9.8% |
| 5Y | +61.9% | -80.5% | +142.4% | +57.4% |
| 10Y | +159.3% | +45.3% | +114.0% | +98.0% |
| All | +144.6% | -31.9% | +176.5% | +89.5% |
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