+332.7%
ADP vs RUN
-31.9%
+364.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | +2.8% | -15.3% | +18.0% | +3.8% |
| 3M | +20.9% | -40.0% | +60.9% | +24.6% |
| 6M | +29.9% | -27.0% | +56.8% | +31.2% |
| YTD | +9.6% | -51.7% | +61.3% | +13.2% |
| 1Y | -5.3% | -45.9% | +40.6% | -3.8% |
| 3Y | +16.5% | -43.8% | +60.2% | +6.7% |
| 5Y | +49.4% | -80.5% | +129.9% | +44.2% |
| 10Y | +282.2% | +45.3% | +236.9% | +181.8% |
| All | +332.7% | -31.9% | +364.6% | +224.5% |
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 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