+373.8%
ADP vs RUN
-25.4%
+399.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | +1.1% | +18.1% | -17.0% | -0.1% |
| 30D | +11.5% | +27.5% | -16.0% | +9.5% |
| 3M | +12.0% | -4.5% | +16.6% | +12.0% |
| 6M | +43.8% | -33.3% | +77.1% | +46.6% |
| YTD | +20.1% | -47.1% | +67.1% | +22.9% |
| 1Y | +22.3% | -43.1% | +65.4% | +24.2% |
| 3Y | +43.3% | -3.0% | +46.3% | +24.6% |
| 5Y | +47.3% | -82.6% | +130.0% | +44.4% |
| 10Y | +313.7% | +103.3% | +210.4% | +200.8% |
| All | +373.8% | -25.4% | +399.2% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling