+45.2%
RUN vs ALM
+3,082.3%
-3,037.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.4% | -4.2% |
| 7D | -1.8% | +3.6% | -5.4% | -2.1% |
| 30D | -10.8% | +33.8% | -44.6% | -13.5% |
| 3M | -30.2% | +14.8% | -44.9% | -31.6% |
| 6M | -22.3% | -7.0% | -15.4% | -23.1% |
| YTD | -52.2% | +108.1% | -160.2% | -56.1% |
| 1Y | -45.1% | +313.8% | -358.9% | -52.7% |
| 3Y | -37.1% | +2,227.6% | -2,264.7% | -55.3% |
| 5Y | -80.3% | +956.6% | -1,036.9% | -85.3% |
| 10Y | +45.2% | +3,082.3% | -3,037.1% | +13.5% |
| All | +45.2% | +3,082.3% | -3,037.1% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling