-39.8%
AA vs RUN
-40.0%
+0.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.6% | -0.3% |
| 7D | +5.3% | -13.7% | +19.0% | +8.2% |
| 30D | -2.3% | +9.4% | -11.6% | -4.9% |
| 3M | -20.8% | -13.4% | -7.4% | -18.1% |
| 6M | -39.8% | -39.6% | -0.2% | -31.3% |
| All | -39.8% | -40.0% | +0.2% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling