+94.3%
AG vs RUN
-46.6%
+141.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -4.3% |
| 7D | -5.8% | -3.4% | -2.4% | -4.9% |
| 30D | +6.4% | -14.0% | +20.3% | +11.2% |
| 3M | +28.4% | -27.5% | +55.8% | +39.3% |
| 6M | -24.5% | -29.0% | +4.5% | -17.2% |
| YTD | +21.2% | -53.1% | +74.3% | +41.2% |
| All | +94.3% | -46.6% | +141.0% | +101.1% |
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