-82.8%
RUN vs ACGL
+159.2%
-242.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.1% |
| 7D | +33.4% | +0.9% | +32.6% | +33.4% |
| 30D | +31.1% | +13.7% | +17.4% | +31.3% |
| 3M | +6.4% | +8.0% | -1.7% | +6.5% |
| 6M | -22.2% | +13.3% | -35.5% | -22.2% |
| YTD | -45.8% | +11.8% | -57.6% | -45.8% |
| 1Y | -51.1% | +22.2% | -73.4% | -51.5% |
| 3Y | -3.0% | +32.5% | -35.5% | -8.0% |
| All | -82.8% | +159.2% | -242.1% | -89.1% |
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 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