-79.4%
RUN vs ALC
-15.6%
-63.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +5.3% |
| 7D | +10.2% | -3.7% | +13.8% | +13.5% |
| 30D | -9.6% | -3.7% | -5.9% | -6.9% |
| 3M | -31.5% | +4.6% | -36.1% | -34.5% |
| 6M | -18.7% | -14.6% | -4.1% | -8.3% |
| YTD | -49.9% | -11.9% | -38.0% | -45.2% |
| 1Y | -45.5% | -13.1% | -32.4% | -40.0% |
| 3Y | -34.1% | -15.0% | -19.1% | -29.3% |
| 5Y | -79.4% | -16.2% | -63.2% | -78.6% |
| All | -79.4% | -15.6% | -63.8% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling