-20.9%
RUN vs BAH
+296.8%
-317.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.2% | -6.1% |
| 7D | -13.7% | -2.6% | -11.1% | -12.9% |
| 30D | +9.4% | +20.4% | -11.0% | +1.1% |
| 3M | -13.4% | +11.9% | -25.3% | -17.9% |
| 6M | -39.6% | +17.1% | -56.7% | -44.8% |
| YTD | -53.7% | +5.5% | -59.2% | -56.4% |
| 1Y | -56.2% | +5.6% | -61.8% | -58.8% |
| 3Y | -9.7% | -26.5% | +16.8% | -6.2% |
| 5Y | -85.5% | +6.5% | -91.9% | -87.7% |
| 10Y | +66.7% | +203.0% | -136.3% | -4.9% |
| All | -20.9% | +296.8% | -317.7% | -62.6% |
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