-27.7%
AGI vs RUN
-21.1%
-6.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.3% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +11.3% | -10.8% | +22.1% | +13.7% |
| 3M | +5.6% | -30.2% | +35.8% | +11.8% |
| 6M | -27.7% | -22.3% | -5.3% | -27.0% |
| All | -27.7% | -21.1% | -6.6% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling