+249.6%
ALAB vs RUN
-5.1%
+254.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.4% | +16.1% | +14.0% |
| 7D | -5.6% | +18.1% | -23.6% | -8.3% |
| 30D | -36.6% | +27.5% | -64.1% | -39.4% |
| 3M | -35.1% | -4.5% | -30.6% | -35.3% |
| 6M | +8.5% | -33.3% | +41.9% | +14.0% |
| YTD | +30.4% | -47.1% | +77.4% | +38.8% |
| 1Y | +31.0% | -43.1% | +74.2% | +38.5% |
| All | +249.6% | -5.1% | +254.7% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling