+282.7%
AG vs RUN
-37.3%
+320.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.6% | +2.8% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +12.5% | -10.8% | +23.3% | +14.4% |
| 3M | +28.2% | -30.2% | +58.3% | +34.6% |
| 6M | -18.8% | -22.3% | +3.5% | -15.9% |
| YTD | +27.4% | -52.2% | +79.6% | +38.5% |
| 1Y | +132.2% | -45.1% | +177.3% | +147.1% |
| All | +282.7% | -37.3% | +320.0% | +258.4% |
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