-45.9%
RUN vs ABCL
+186.8%
-232.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.3% | +0.7% | +0.5% | +1.1% |
| 30D | -15.3% | +93.1% | -108.3% | -32.0% |
| 3M | -40.0% | +79.4% | -119.4% | -51.6% |
| 6M | -27.0% | +214.9% | -241.8% | -53.6% |
| YTD | -51.7% | +234.2% | -285.9% | -71.4% |
| 1Y | -45.9% | +174.8% | -220.7% | -62.9% |
| All | -45.9% | +186.8% | -232.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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