+66.5%
AG vs RUN
+43.4%
+23.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -4.6% |
| 7D | -5.8% | -3.4% | -2.4% | -5.3% |
| 30D | +6.4% | -14.0% | +20.3% | +8.9% |
| 3M | +28.4% | -27.5% | +55.8% | +34.4% |
| 6M | -24.5% | -29.0% | +4.5% | -20.7% |
| YTD | +21.2% | -53.1% | +74.3% | +33.2% |
| 1Y | +114.1% | -46.7% | +160.8% | +129.3% |
| 3Y | +268.0% | -38.3% | +306.4% | +231.6% |
| 5Y | +67.3% | -80.7% | +148.0% | +67.3% |
| All | +66.5% | +43.4% | +23.2% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling