+644.1%
AG vs RUN
-31.9%
+676.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | +1.0% | +1.3% | -0.2% | +0.9% |
| 30D | +19.2% | -15.3% | +34.4% | +22.1% |
| 3M | +6.2% | -40.0% | +46.2% | +14.1% |
| 6M | -26.7% | -27.0% | +0.3% | -23.5% |
| YTD | +26.1% | -51.7% | +77.8% | +37.3% |
| 1Y | +131.7% | -45.9% | +177.5% | +146.4% |
| 3Y | +255.3% | -43.8% | +299.1% | +227.9% |
| 5Y | +61.9% | -80.5% | +142.4% | +61.4% |
| 10Y | +72.0% | +45.3% | +26.8% | +28.5% |
| All | +644.1% | -31.9% | +676.0% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling