+77.5%
AR vs RUN
-82.8%
+160.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -14.3% | +33.4% | -47.7% | -15.9% |
| 30D | +1.4% | +31.1% | -29.7% | -0.5% |
| 3M | +3.4% | +6.4% | -3.0% | +2.6% |
| 6M | -2.1% | -22.2% | +20.2% | -1.3% |
| YTD | +4.7% | -45.8% | +50.5% | +6.7% |
| 1Y | +10.6% | -51.1% | +61.7% | +13.3% |
| 3Y | +24.6% | -3.0% | +27.6% | +5.8% |
| All | +77.5% | -82.8% | +160.3% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling