-20.9%
RUN vs ACGL
+376.5%
-397.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.1% | -6.1% |
| 7D | -13.7% | -1.2% | -12.5% | -13.4% |
| 30D | +9.4% | +12.8% | -3.4% | +4.4% |
| 3M | -13.4% | +12.3% | -25.7% | -17.4% |
| 6M | -39.6% | +15.8% | -55.4% | -43.7% |
| YTD | -53.7% | +13.9% | -67.6% | -56.9% |
| 1Y | -56.2% | +19.0% | -75.2% | -59.9% |
| 3Y | -9.7% | +33.7% | -43.4% | -27.1% |
| 5Y | -85.5% | +173.4% | -258.9% | -92.5% |
| 10Y | +66.7% | +324.9% | -258.1% | -34.1% |
| All | -20.9% | +376.5% | -397.4% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling