+2,211.1%
AU vs RUN
-29.4%
+2,240.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.5% |
| 7D | -0.3% | +10.2% | -10.4% | -1.1% |
| 30D | +12.8% | -9.6% | +22.4% | +13.7% |
| 3M | +28.5% | -31.5% | +60.0% | +32.1% |
| 6M | +4.8% | -18.7% | +23.5% | +6.3% |
| YTD | +31.0% | -49.9% | +80.8% | +36.7% |
| 1Y | +81.4% | -45.5% | +126.9% | +87.4% |
| 3Y | +618.4% | -34.1% | +652.5% | +572.2% |
| 5Y | +686.3% | -79.4% | +765.7% | +670.2% |
| 10Y | +664.5% | +48.9% | +615.6% | +561.4% |
| All | +2,211.1% | -29.4% | +2,240.5% | +2,000.2% |
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