-7.3%
ADP vs RUN
-45.5%
+38.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -3.4% |
| 7D | -5.5% | +10.2% | -15.6% | -5.2% |
| 30D | -1.2% | -9.6% | +8.4% | -1.5% |
| 3M | +17.9% | -31.5% | +49.4% | +16.8% |
| 6M | +20.3% | -18.7% | +39.0% | +18.9% |
| YTD | +5.8% | -49.9% | +55.7% | +5.9% |
| All | -7.3% | -45.5% | +38.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling