-17.5%
RUN vs ALK
-41.5%
+24.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -1.2% |
| 7D | +1.3% | -0.7% | +1.9% | +1.6% |
| 30D | -15.3% | -19.2% | +4.0% | -5.9% |
| 3M | -40.0% | -1.5% | -38.5% | -40.2% |
| 6M | -27.0% | -13.1% | -13.9% | -23.6% |
| YTD | -51.7% | -16.4% | -35.3% | -47.9% |
| 1Y | -45.9% | -33.1% | -12.8% | -35.8% |
| 3Y | -43.8% | +0.6% | -44.4% | -49.0% |
| 5Y | -80.5% | -26.4% | -54.1% | -79.5% |
| 10Y | +45.3% | -34.2% | +79.4% | +32.3% |
| All | -17.5% | -41.5% | +24.1% | -24.2% |
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