+13.7%
AR vs RUN
-53.7%
+67.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.5% | -6.2% |
| 7D | -11.1% | +18.5% | -29.6% | -10.0% |
| 30D | +7.9% | +15.5% | -7.6% | +9.2% |
| 3M | +4.9% | -20.3% | +25.2% | +4.0% |
| 6M | -5.3% | -30.8% | +25.5% | -6.4% |
| YTD | +8.6% | -52.2% | +60.8% | +4.5% |
| 1Y | +13.7% | -53.9% | +67.5% | +9.4% |
| All | +13.7% | -53.7% | +67.4% | +9.4% |
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