-82.9%
RUN vs ABCL
-80.5%
-2.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | -1.5% |
| 7D | +33.4% | -3.2% | +36.6% | +33.3% |
| 30D | +31.1% | -7.4% | +38.5% | +32.2% |
| 3M | +6.4% | +81.9% | -75.5% | -22.9% |
| 6M | -22.2% | +135.7% | -157.9% | -52.0% |
| YTD | -45.8% | +247.4% | -293.1% | -72.9% |
| 1Y | -51.1% | +162.3% | -213.4% | -72.1% |
| 3Y | -3.0% | +165.5% | -168.5% | -50.1% |
| 5Y | -82.2% | -21.3% | -61.0% | -86.3% |
| All | -82.9% | -80.5% | -2.4% | -82.9% |
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 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