-17.5%
RUN vs BAH
+231.9%
-249.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | +1.3% | -3.2% | +4.5% | +2.5% |
| 30D | -15.3% | +2.0% | -17.3% | -16.1% |
| 3M | -40.0% | -7.6% | -32.4% | -38.7% |
| 6M | -27.0% | -5.7% | -21.3% | -27.5% |
| YTD | -51.7% | -11.7% | -40.0% | -50.7% |
| 1Y | -45.9% | -27.4% | -18.5% | -40.2% |
| 3Y | -43.8% | -32.5% | -11.2% | -39.9% |
| 5Y | -80.5% | -3.3% | -77.1% | -82.7% |
| 10Y | +45.3% | +186.0% | -140.7% | -14.2% |
| All | -17.5% | +231.9% | -249.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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