+47.9%
AR vs RUN
-30.6%
+78.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.1% |
| 7D | +2.1% | +3.2% | -1.1% | +1.4% |
| 30D | +4.5% | +19.5% | -15.0% | +1.6% |
| 3M | +1.0% | -9.6% | +10.6% | +1.3% |
| 6M | +4.4% | -37.3% | +41.7% | +8.5% |
| YTD | +10.9% | -50.7% | +61.6% | +15.5% |
| 1Y | +8.6% | -54.1% | +62.6% | +13.8% |
| 3Y | +48.5% | -3.9% | +52.4% | +16.3% |
| 5Y | +95.7% | -84.4% | +180.1% | +92.9% |
| 10Y | +55.5% | +77.5% | -22.0% | -16.2% |
| All | +47.9% | -30.6% | +78.4% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling