-3.0%
RUN vs ALC
+2.3%
-5.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.5% |
| 7D | +33.4% | +4.9% | +28.5% | +28.9% |
| 30D | +31.1% | +19.0% | +12.2% | +16.3% |
| 3M | +6.4% | +7.8% | -1.4% | +0.7% |
| 6M | -22.2% | +14.6% | -36.8% | -30.2% |
| YTD | -45.8% | -4.4% | -41.3% | -44.5% |
| 1Y | -51.1% | +1.4% | -52.5% | -52.2% |
| 3Y | -3.0% | +2.5% | -5.5% | -20.1% |
| All | -3.0% | +2.3% | -5.3% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling