-84.2%
RUN vs ABCL
-81.2%
-2.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +10.2% | +1.4% | +8.7% | +9.5% |
| 30D | -9.6% | +65.1% | -74.7% | -29.6% |
| 3M | -31.5% | +111.1% | -142.6% | -53.4% |
| 6M | -18.7% | +231.6% | -250.3% | -55.7% |
| YTD | -49.9% | +234.5% | -284.4% | -73.7% |
| 1Y | -45.5% | +174.3% | -219.8% | -69.2% |
| 3Y | -34.1% | +111.5% | -145.6% | -61.6% |
| 5Y | -79.4% | -37.3% | -42.2% | -82.7% |
| All | -84.2% | -81.2% | -2.9% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling