+134.9%
AS vs RUN
-34.3%
+169.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +6.9% | +33.4% | -26.5% | +3.6% |
| 30D | +16.0% | +31.1% | -15.1% | +12.5% |
| 3M | -12.8% | +6.4% | -19.2% | -13.8% |
| 6M | -15.4% | -22.2% | +6.8% | -14.1% |
| YTD | -15.7% | -45.8% | +30.0% | -12.6% |
| 1Y | +6.1% | -51.1% | +57.2% | +10.6% |
| All | +134.9% | -34.3% | +169.2% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling