+90.5%
AA vs RUN
-35.6%
+126.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.9% |
| 7D | +1.7% | +10.2% | -8.5% | +0.1% |
| 30D | +3.3% | -9.6% | +12.9% | +4.9% |
| 3M | -29.4% | -31.5% | +2.1% | -25.6% |
| 6M | -12.8% | -18.7% | +5.9% | -11.0% |
| YTD | -2.1% | -49.9% | +47.8% | +5.2% |
| 1Y | +62.8% | -45.5% | +108.3% | +71.2% |
| 3Y | +90.5% | -34.1% | +124.6% | +59.8% |
| All | +90.5% | -35.6% | +126.0% | +59.8% |
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