-79.4%
RUN vs ACM
+4.8%
-84.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.5% |
| 7D | +10.2% | -0.3% | +10.4% | +10.4% |
| 30D | -9.6% | -12.9% | +3.3% | +1.2% |
| 3M | -31.5% | -6.4% | -25.1% | -29.2% |
| 6M | -18.7% | -29.2% | +10.5% | +9.9% |
| YTD | -49.9% | -29.9% | -19.9% | -32.1% |
| 1Y | -45.5% | -47.3% | +1.8% | +0.9% |
| 3Y | -34.1% | -19.6% | -14.5% | -30.3% |
| 5Y | -79.4% | +5.5% | -85.0% | -82.8% |
| All | -79.4% | +4.8% | -84.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling