+45.2%
RUN vs ACM
+124.8%
-79.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -2.2% |
| 7D | -1.8% | -3.7% | +1.9% | +1.0% |
| 30D | -10.8% | -12.7% | +1.8% | -2.7% |
| 3M | -30.2% | -9.8% | -20.4% | -26.0% |
| 6M | -22.3% | -31.4% | +9.1% | +0.2% |
| YTD | -52.2% | -32.1% | -20.1% | -37.9% |
| 1Y | -45.1% | -47.8% | +2.7% | -12.6% |
| 3Y | -37.1% | -22.1% | -15.0% | -26.7% |
| 5Y | -80.3% | +1.8% | -82.1% | -80.2% |
| 10Y | +45.2% | +132.5% | -87.3% | +2.0% |
| All | +45.2% | +124.8% | -79.5% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling