-45.5%
RUN vs ALK
-35.5%
-10.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +5.2% |
| 7D | +10.2% | +0.1% | +10.0% | +10.0% |
| 30D | -9.6% | -18.5% | +8.8% | -0.5% |
| 3M | -31.5% | -3.6% | -27.9% | -30.8% |
| 6M | -18.7% | -3.7% | -15.0% | -19.5% |
| YTD | -49.9% | -19.0% | -30.9% | -43.2% |
| 1Y | -45.5% | -36.0% | -9.5% | -44.4% |
| All | -45.5% | -35.5% | -10.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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