+365.7%
ALAB vs RUN
-10.1%
+375.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.7% | -10.7% | -7.5% |
| 7D | +3.2% | +10.2% | -7.0% | +1.6% |
| 30D | -13.6% | -9.6% | -4.0% | -12.4% |
| 3M | -16.6% | -31.5% | +14.9% | -12.0% |
| 6M | +142.3% | -18.7% | +161.0% | +149.7% |
| YTD | +73.6% | -49.9% | +123.5% | +87.8% |
| 1Y | +33.7% | -45.5% | +79.2% | +43.2% |
| All | +365.7% | -10.1% | +375.8% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling