-85.1%
RUN vs ACGL
+173.3%
-258.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -13.5% | +2.2% | -15.7% | -13.5% |
| 30D | +18.3% | +12.3% | +6.0% | +18.5% |
| 3M | -12.5% | +11.8% | -24.3% | -12.3% |
| 6M | -40.3% | +17.5% | -57.8% | -40.3% |
| YTD | -53.1% | +14.3% | -67.4% | -53.1% |
| 1Y | -54.3% | +18.2% | -72.4% | -54.4% |
| 3Y | -6.5% | +33.2% | -39.7% | -10.4% |
| All | -85.1% | +173.3% | -258.4% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling