+248.5%
ALAB vs RUN
-15.1%
+263.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.6% | +10.3% | +1.1% |
| 7D | -7.5% | +0.3% | -7.8% | -8.2% |
| 30D | -36.8% | +14.0% | -50.8% | -38.7% |
| 3M | -31.9% | -11.8% | -20.1% | -31.4% |
| 6M | +8.2% | -40.4% | +48.6% | +15.2% |
| YTD | +29.9% | -52.7% | +82.6% | +40.3% |
| 1Y | +24.4% | -52.5% | +77.0% | +34.2% |
| All | +248.5% | -15.1% | +263.6% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling