-45.5%
RUN vs ACGL
+2.4%
-47.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +2.3% |
| 7D | +10.2% | -2.9% | +13.1% | +8.4% |
| 30D | -9.6% | -2.8% | -6.8% | -10.9% |
| 3M | -31.5% | +6.8% | -38.3% | -28.9% |
| 6M | -18.7% | -1.5% | -17.2% | -17.7% |
| YTD | -49.9% | -0.2% | -49.7% | -49.1% |
| 1Y | -45.5% | +5.3% | -50.8% | -42.8% |
| All | -45.5% | +2.4% | -47.9% | -42.8% |
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