+47.8%
ADP vs RUN
-8.7%
+56.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | +3.2% | +33.4% | -30.2% | +3.2% |
| 30D | +14.9% | +31.1% | -16.2% | +14.9% |
| 3M | +11.6% | +6.4% | +5.2% | +11.6% |
| 6M | +48.5% | -22.2% | +70.7% | +48.3% |
| YTD | +20.6% | -45.8% | +66.3% | +20.8% |
| 1Y | +23.7% | -51.1% | +74.8% | +24.0% |
| 3Y | +47.8% | -3.0% | +50.8% | +41.1% |
| All | +47.8% | -8.7% | +56.5% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling