+73.3%
RUN vs ACM
+132.6%
-59.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.8% |
| 7D | -13.5% | +5.6% | -19.2% | -17.5% |
| 30D | +18.3% | +20.8% | -2.5% | +1.4% |
| 3M | -12.5% | +11.4% | -23.9% | -20.2% |
| 6M | -40.3% | +0.9% | -41.3% | -42.5% |
| YTD | -53.1% | -24.8% | -28.3% | -43.2% |
| 1Y | -54.3% | -46.4% | -7.8% | -26.8% |
| 3Y | -6.5% | -9.2% | +2.7% | -4.2% |
| 5Y | -85.3% | +5.0% | -90.3% | -85.8% |
| All | +73.3% | +132.6% | -59.3% | +3.9% |
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