+144.3%
AR vs RUN
-80.3%
+224.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.1% |
| 7D | -1.8% | +10.2% | -12.0% | -2.5% |
| 30D | +12.6% | -9.6% | +22.2% | +13.2% |
| 3M | +10.0% | -31.5% | +41.5% | +12.4% |
| 6M | +0.6% | -18.7% | +19.3% | +1.0% |
| YTD | +13.4% | -49.9% | +63.3% | +16.5% |
| 1Y | +21.7% | -45.5% | +67.2% | +23.4% |
| 3Y | +45.8% | -34.1% | +79.9% | +29.6% |
| 5Y | +144.3% | -79.4% | +223.7% | +147.2% |
| All | +144.3% | -80.3% | +224.5% | +147.2% |
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