-42.5%
RUN vs AHR
+357.7%
-400.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.0% |
| 7D | -1.8% | -4.3% | +2.6% | -0.2% |
| 30D | -10.8% | -3.1% | -7.8% | -9.9% |
| 3M | -30.2% | +15.7% | -45.8% | -34.4% |
| 6M | -22.3% | +4.1% | -26.4% | -24.1% |
| YTD | -52.2% | +15.4% | -67.6% | -55.2% |
| 1Y | -45.1% | +28.0% | -73.1% | -51.6% |
| All | -42.5% | +357.7% | -400.2% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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