-17.5%
RUN vs ACGL
+327.9%
-345.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -15.3% | -1.0% | -14.3% | -15.0% |
| 3M | -40.0% | +11.0% | -51.1% | -43.0% |
| 6M | -27.0% | -0.3% | -26.6% | -27.7% |
| YTD | -51.7% | +2.3% | -54.0% | -53.0% |
| 1Y | -45.9% | +6.4% | -52.3% | -48.5% |
| 3Y | -43.8% | +34.0% | -77.7% | -55.8% |
| 5Y | -80.5% | +161.6% | -242.1% | -89.9% |
| 10Y | +45.3% | +278.6% | -233.3% | -39.9% |
| All | -17.5% | +327.9% | -345.4% | -64.1% |
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