+54.3%
AR vs RUN
+68.6%
-14.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +7.4% | -13.5% | +20.9% | +9.0% |
| 30D | +5.8% | +18.3% | -12.5% | +3.0% |
| 3M | +5.2% | -12.5% | +17.7% | +5.9% |
| 6M | +5.4% | -40.3% | +45.8% | +10.2% |
| YTD | +12.4% | -53.1% | +65.5% | +17.9% |
| 1Y | +12.8% | -54.3% | +67.1% | +18.3% |
| 3Y | +47.2% | -6.5% | +53.7% | +14.0% |
| 5Y | +101.1% | -85.3% | +186.4% | +102.3% |
| All | +54.3% | +68.6% | -14.2% | -28.1% |
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