+56.2%
AG vs RUN
-81.0%
+137.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -6.7% | -3.7% | -3.0% | -6.2% |
| 30D | +2.2% | -13.0% | +15.2% | +4.5% |
| 3M | +15.7% | -31.8% | +47.5% | +22.4% |
| 6M | -23.8% | -32.2% | +8.4% | -19.3% |
| YTD | +17.6% | -53.5% | +71.1% | +29.6% |
| 1Y | +88.6% | -46.5% | +135.2% | +102.3% |
| 3Y | +253.4% | -37.6% | +291.0% | +218.0% |
| All | +56.2% | -81.0% | +137.1% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling