-7.7%
RUN vs ABCL
+189.1%
-196.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.1% |
| 7D | -13.7% | +4.4% | -18.1% | -15.2% |
| 30D | +9.4% | -7.9% | +17.2% | +10.4% |
| 3M | -13.4% | +12.2% | -25.6% | -20.4% |
| 6M | -39.6% | +134.7% | -174.3% | -62.3% |
| YTD | -53.7% | +239.8% | -293.5% | -76.8% |
| 1Y | -56.2% | +192.7% | -248.9% | -76.3% |
| All | -7.7% | +189.1% | -196.7% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling