+1.8%
AA vs RUN
-57.8%
+59.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.6% | -0.6% |
| 7D | +5.3% | -13.7% | +19.0% | +7.4% |
| 30D | -2.3% | +9.4% | -11.6% | -4.0% |
| 3M | -20.8% | -13.4% | -7.4% | -19.5% |
| 6M | -39.8% | -39.6% | -0.2% | -36.1% |
| YTD | -23.3% | -53.7% | +30.4% | -18.4% |
| 1Y | +1.8% | -56.2% | +58.0% | +9.9% |
| All | +1.8% | -57.8% | +59.7% | +9.9% |
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