-7.3%
RUN vs ALK
-45.8%
+38.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +33.4% | +9.0% | +24.4% | +27.3% |
| 30D | +31.1% | -1.6% | +32.8% | +31.7% |
| 3M | +6.4% | -23.2% | +29.6% | +20.3% |
| 6M | -22.2% | -3.9% | -18.3% | -22.0% |
| YTD | -45.8% | -22.6% | -23.2% | -39.5% |
| 1Y | -51.1% | -5.3% | -45.8% | -51.0% |
| 3Y | -3.0% | +18.6% | -21.6% | -19.8% |
| 5Y | -82.2% | -34.4% | -47.8% | -80.2% |
| 10Y | +111.9% | -40.8% | +152.7% | +100.6% |
| All | -7.3% | -45.8% | +38.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling