+44.3%
AR vs RUN
+43.6%
+0.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.7% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | +5.5% | -10.8% | +16.4% | +6.8% |
| 3M | +12.9% | -30.2% | +43.0% | +16.9% |
| 6M | +0.1% | -22.3% | +22.4% | +1.3% |
| YTD | +13.5% | -52.2% | +65.7% | +19.7% |
| 1Y | +21.6% | -45.1% | +66.7% | +24.4% |
| 3Y | +46.0% | -37.1% | +83.1% | +22.0% |
| 5Y | +143.7% | -80.3% | +224.0% | +129.3% |
| 10Y | +44.3% | +45.2% | -0.9% | -30.6% |
| All | +44.3% | +43.6% | +0.7% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling