-45.5%
RUN vs ABCL
+171.1%
-216.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +10.2% | +1.4% | +8.7% | +9.7% |
| 30D | -9.6% | +65.1% | -74.7% | -23.0% |
| 3M | -31.5% | +111.1% | -142.6% | -47.9% |
| 6M | -18.7% | +231.6% | -250.3% | -49.1% |
| YTD | -49.9% | +234.5% | -284.4% | -70.1% |
| 1Y | -45.5% | +174.3% | -219.8% | -62.3% |
| All | -45.5% | +171.1% | -216.6% | -62.3% |
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