-46.9%
RUN vs ACGL
+21.8%
-68.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.0% |
| 7D | +18.1% | -1.1% | +19.1% | +17.5% |
| 30D | +27.5% | +13.1% | +14.4% | +36.5% |
| 3M | -4.5% | +9.8% | -14.3% | +0.8% |
| 6M | -33.3% | +15.3% | -48.6% | -26.8% |
| YTD | -47.1% | +12.7% | -59.8% | -42.7% |
| All | -46.9% | +21.8% | -68.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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