+1,181.4%
AGI vs RUN
-32.6%
+1,214.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.7% |
| 7D | +2.2% | -1.8% | +4.0% | +2.3% |
| 30D | +11.3% | -10.8% | +22.1% | +12.3% |
| 3M | +5.6% | -30.2% | +35.8% | +8.5% |
| 6M | -27.7% | -22.3% | -5.3% | -26.5% |
| YTD | -4.1% | -52.2% | +48.1% | +0.5% |
| 1Y | +13.8% | -45.1% | +58.9% | +17.5% |
| 3Y | +217.0% | -37.1% | +254.1% | +196.3% |
| 5Y | +404.3% | -80.3% | +484.6% | +398.4% |
| 10Y | +400.5% | +45.2% | +355.3% | +281.3% |
| All | +1,181.4% | -32.6% | +1,214.0% | +908.0% |
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 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