+678.6%
AU vs RUN
-81.0%
+759.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.3% | -3.7% | -0.6% | -3.9% |
| 30D | +7.3% | -13.0% | +20.3% | +8.6% |
| 3M | +26.3% | -31.8% | +58.1% | +30.2% |
| 6M | +1.8% | -32.2% | +34.0% | +5.0% |
| YTD | +26.8% | -53.5% | +80.3% | +33.6% |
| 1Y | +66.7% | -46.5% | +113.2% | +73.1% |
| 3Y | +579.1% | -37.6% | +616.7% | +534.5% |
| All | +678.6% | -81.0% | +759.6% | +648.5% |
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