-84.7%
RUN vs ABCL
-81.3%
-3.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +1.3% | +0.7% | +0.5% | +1.0% |
| 30D | -15.3% | +93.1% | -108.3% | -38.7% |
| 3M | -40.0% | +79.4% | -119.4% | -56.2% |
| 6M | -27.0% | +214.9% | -241.8% | -59.3% |
| YTD | -51.7% | +234.2% | -285.9% | -74.7% |
| 1Y | -45.9% | +174.8% | -220.7% | -69.4% |
| 3Y | -43.8% | +104.5% | -148.2% | -66.8% |
| 5Y | -80.5% | -39.0% | -41.5% | -83.5% |
| All | -84.7% | -81.3% | -3.5% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling