-19.1%
RUN vs ACM
+140.3%
-159.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -11.0% |
| 7D | +0.3% | +6.6% | -6.3% | -4.7% |
| 30D | +14.0% | +19.8% | -5.8% | -0.1% |
| 3M | -11.8% | -3.1% | -8.6% | -11.0% |
| 6M | -40.4% | -11.5% | -28.9% | -36.8% |
| YTD | -52.7% | -24.7% | -28.0% | -43.7% |
| 1Y | -52.5% | -45.1% | -7.5% | -28.9% |
| 3Y | -7.7% | -8.9% | +1.1% | -4.8% |
| 5Y | -83.9% | +5.4% | -89.3% | -84.1% |
| 10Y | +84.9% | +131.1% | -46.2% | +15.9% |
| All | -19.1% | +140.3% | -159.4% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling