+52.5%
AR vs RUN
-31.9%
+84.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +14.8% | -15.3% | +30.1% | +16.8% |
| 3M | +6.2% | -40.0% | +46.2% | +12.1% |
| 6M | +4.3% | -27.0% | +31.2% | +6.4% |
| YTD | +14.4% | -51.7% | +66.0% | +20.5% |
| 1Y | +21.3% | -45.9% | +67.2% | +24.4% |
| 3Y | +39.8% | -43.8% | +83.6% | +20.3% |
| 5Y | +142.1% | -80.5% | +222.6% | +128.0% |
| 10Y | +52.0% | +45.3% | +6.8% | -15.6% |
| All | +52.5% | -31.9% | +84.4% | -11.4% |
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