-7.3%
RUN vs ACGL
+367.9%
-375.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.2% |
| 7D | +33.4% | +0.9% | +32.6% | +33.0% |
| 30D | +31.1% | +13.7% | +17.4% | +24.9% |
| 3M | +6.4% | +8.0% | -1.7% | +3.0% |
| 6M | -22.2% | +13.3% | -35.5% | -26.8% |
| YTD | -45.8% | +11.8% | -57.6% | -49.1% |
| 1Y | -51.1% | +22.2% | -73.4% | -55.9% |
| 3Y | -3.0% | +32.5% | -35.5% | -21.6% |
| 5Y | -82.2% | +160.2% | -242.4% | -90.6% |
| 10Y | +111.9% | +338.5% | -226.6% | -16.9% |
| All | -7.3% | +367.9% | -375.3% | -61.2% |
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