+400.4%
ALAB vs RUN
-13.4%
+413.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.8% |
| 7D | +7.2% | +1.3% | +6.0% | +7.0% |
| 30D | -2.5% | -15.3% | +12.7% | -0.4% |
| 3M | -13.3% | -40.0% | +26.7% | -6.8% |
| 6M | +172.8% | -27.0% | +199.8% | +185.1% |
| YTD | +86.6% | -51.7% | +138.3% | +103.1% |
| 1Y | +65.2% | -45.9% | +111.0% | +77.2% |
| All | +400.4% | -13.4% | +413.8% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling