+316.1%
ADP vs RUN
+94.0%
+222.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.6% | +11.7% | +1.9% |
| 7D | +3.2% | +0.3% | +2.8% | +3.1% |
| 30D | +12.8% | +14.0% | -1.2% | +11.4% |
| 3M | +12.3% | -11.8% | +24.1% | +12.9% |
| 6M | +45.4% | -40.4% | +85.8% | +49.6% |
| YTD | +21.4% | -52.7% | +74.1% | +25.4% |
| 1Y | +23.7% | -52.5% | +76.2% | +27.5% |
| 3Y | +43.6% | -7.7% | +51.4% | +22.3% |
| 5Y | +48.7% | -83.9% | +132.6% | +47.0% |
| 10Y | +316.1% | +84.9% | +231.2% | +166.0% |
| All | +316.1% | +94.0% | +222.1% | +166.0% |
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