-17.5%
RUN vs ACM
+125.3%
-142.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +1.3% | -3.7% | +5.0% | +4.1% |
| 30D | -15.3% | -11.1% | -4.1% | -8.9% |
| 3M | -40.0% | -8.0% | -32.0% | -37.4% |
| 6M | -27.0% | -29.7% | +2.7% | -8.6% |
| YTD | -51.7% | -29.4% | -22.3% | -39.8% |
| 1Y | -45.9% | -46.4% | +0.5% | -17.3% |
| 3Y | -43.8% | -22.3% | -21.4% | -34.5% |
| 5Y | -80.5% | +4.5% | -84.9% | -80.6% |
| 10Y | +45.3% | +127.6% | -82.4% | -6.1% |
| All | -17.5% | +125.3% | -142.7% | -46.1% |
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