-41.8%
RUN vs ALC
+30.3%
-72.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.4% | -9.1% | -9.5% |
| 7D | +0.3% | +2.3% | -2.0% | -1.7% |
| 30D | +14.0% | +15.5% | -1.5% | +1.6% |
| 3M | -11.8% | +0.6% | -12.3% | -12.7% |
| 6M | -40.4% | +18.4% | -58.8% | -48.7% |
| YTD | -52.7% | -5.6% | -47.1% | -51.5% |
| 1Y | -52.5% | 0.0% | -52.6% | -53.7% |
| 3Y | -7.7% | +2.8% | -10.5% | -14.6% |
| 5Y | -83.9% | -8.8% | -75.1% | -83.5% |
| All | -41.8% | +30.3% | -72.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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