+319.9%
ADP vs RUN
+68.6%
+251.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +2.2% | -13.5% | +15.7% | +3.2% |
| 30D | +10.6% | +18.3% | -7.7% | +8.9% |
| 3M | +12.9% | -12.5% | +25.4% | +13.5% |
| 6M | +50.6% | -40.3% | +91.0% | +55.0% |
| YTD | +23.2% | -53.1% | +76.3% | +27.4% |
| 1Y | +25.3% | -54.3% | +79.5% | +29.5% |
| 3Y | +47.1% | -6.5% | +53.6% | +24.9% |
| 5Y | +50.1% | -85.3% | +135.3% | +50.1% |
| All | +319.9% | +68.6% | +251.4% | +164.2% |
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