-53.9%
RUN vs ACM
-46.6%
-7.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | -0.1% |
| 7D | +18.5% | +9.5% | +8.9% | +13.8% |
| 30D | +15.5% | +14.7% | +0.8% | +8.9% |
| 3M | -20.3% | -9.5% | -10.8% | -18.2% |
| 6M | -30.8% | -18.0% | -12.7% | -25.2% |
| YTD | -52.2% | -27.3% | -25.0% | -44.3% |
| 1Y | -53.9% | -47.0% | -6.9% | -41.6% |
| All | -53.9% | -46.6% | -7.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling