-53.9%
RUN vs ALM
+44.8%
-98.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +18.5% | -6.4% | +24.9% | +20.1% |
| 30D | +15.5% | -35.0% | +50.5% | +26.1% |
| 3M | -20.3% | -33.8% | +13.5% | -13.7% |
| 6M | -30.8% | -55.0% | +24.2% | -21.6% |
| YTD | -52.2% | -0.2% | -52.0% | -53.0% |
| 1Y | -53.9% | +41.8% | -95.7% | -54.9% |
| All | -53.9% | +44.8% | -98.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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