+66.7%
AU vs RUN
-47.1%
+113.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.3% | -3.7% | -0.6% | -3.6% |
| 30D | +7.3% | -13.0% | +20.3% | +10.2% |
| 3M | +26.3% | -31.8% | +58.1% | +34.6% |
| 6M | +1.8% | -32.2% | +34.0% | +9.0% |
| YTD | +26.8% | -53.5% | +80.3% | +40.3% |
| 1Y | +66.7% | -46.5% | +113.2% | +79.3% |
| All | +66.7% | -47.1% | +113.8% | +79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling