+53.5%
ALAB vs RUN
-55.1%
+108.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | +16.3% | -13.5% | +29.8% | +20.6% |
| 30D | -26.1% | +18.3% | -44.4% | -32.0% |
| 3M | -31.3% | -12.5% | -18.8% | -29.8% |
| 6M | -1.0% | -40.3% | +39.3% | +14.8% |
| YTD | +33.3% | -53.1% | +86.4% | +62.7% |
| 1Y | +53.5% | -54.3% | +107.8% | +86.8% |
| All | +53.5% | -55.1% | +108.6% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling