+0.3%
AGI vs RUN
-53.7%
+54.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.3% | +9.5% | +10.5% |
| 7D | -5.3% | +18.5% | -23.7% | -8.5% |
| 30D | -7.1% | +15.5% | -22.7% | -10.0% |
| 3M | +4.4% | -20.3% | +24.7% | +8.0% |
| 6M | -23.0% | -30.8% | +7.8% | -18.8% |
| YTD | -22.0% | -52.2% | +30.2% | -15.0% |
| 1Y | +0.3% | -53.9% | +54.2% | +9.6% |
| All | +0.3% | -53.7% | +54.0% | +9.6% |
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 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