-42.5%
RUN vs ALC
-13.1%
-29.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.7% |
| 7D | +10.2% | -3.7% | +13.8% | +12.2% |
| 30D | -9.6% | -3.7% | -5.9% | -7.8% |
| 3M | -31.5% | +4.6% | -36.1% | -33.1% |
| 6M | -18.7% | -14.6% | -4.1% | -10.5% |
| YTD | -49.9% | -11.9% | -38.0% | -45.5% |
| All | -42.5% | -13.1% | -29.4% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling