-82.6%
RUN vs ACM
+3.6%
-86.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.6% | -7.4% |
| 7D | +18.1% | +6.9% | +11.2% | +10.0% |
| 30D | +27.5% | +19.1% | +8.4% | +7.5% |
| 3M | -4.5% | -6.9% | +2.4% | +0.4% |
| 6M | -33.3% | -12.0% | -21.3% | -27.4% |
| YTD | -47.1% | -25.1% | -21.9% | -32.3% |
| 1Y | -43.1% | -45.4% | +2.3% | +4.7% |
| 3Y | -3.0% | -6.9% | +3.9% | -16.9% |
| 5Y | -82.6% | +3.7% | -86.3% | -86.7% |
| All | -82.6% | +3.6% | -86.2% | -86.7% |
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