-85.1%
RUN vs ABCL
-26.2%
-58.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | -13.5% | -3.3% | -10.2% | -12.5% |
| 30D | +18.3% | -7.1% | +25.4% | +19.0% |
| 3M | -12.5% | +4.7% | -17.2% | -18.3% |
| 6M | -40.3% | +140.9% | -181.2% | -66.1% |
| YTD | -53.1% | +236.0% | -289.1% | -78.8% |
| 1Y | -54.3% | +217.4% | -271.7% | -78.6% |
| 3Y | -6.5% | +188.7% | -195.2% | -59.6% |
| All | -85.1% | -26.2% | -58.9% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling