-40.6%
RUN vs ALC
+24.0%
-64.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +1.3% |
| 7D | +1.3% | -2.1% | +3.3% | +3.0% |
| 30D | -15.3% | -0.1% | -15.2% | -15.1% |
| 3M | -40.0% | +5.9% | -45.9% | -43.0% |
| 6M | -27.0% | -15.9% | -11.0% | -17.1% |
| YTD | -51.7% | -10.1% | -41.6% | -48.2% |
| 1Y | -45.9% | -10.2% | -35.7% | -42.2% |
| 3Y | -43.8% | -13.6% | -30.2% | -39.3% |
| 5Y | -80.5% | -15.1% | -65.3% | -78.9% |
| All | -40.6% | +24.0% | -64.6% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling