+279.0%
ADP vs RUN
+43.6%
+235.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.7% |
| 7D | -5.7% | -1.8% | -3.9% | -5.6% |
| 30D | -3.1% | -10.8% | +7.7% | -2.4% |
| 3M | +15.6% | -30.2% | +45.8% | +18.1% |
| 6M | +20.8% | -22.3% | +43.1% | +21.5% |
| YTD | +4.7% | -52.2% | +56.9% | +8.5% |
| 1Y | -8.3% | -45.1% | +36.8% | -6.8% |
| 3Y | +13.6% | -37.1% | +50.7% | +1.3% |
| 5Y | +45.0% | -80.3% | +125.3% | +39.5% |
| 10Y | +279.0% | +45.2% | +233.8% | +145.0% |
| All | +279.0% | +43.6% | +235.4% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling