+77.5%
RUN vs ALM
+2,084.7%
-2,007.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +3.2% | -7.2% | +10.4% | +3.8% |
| 30D | +19.5% | -26.4% | +45.9% | +23.1% |
| 3M | -9.6% | -38.6% | +29.0% | -5.4% |
| 6M | -37.3% | -61.0% | +23.7% | -32.0% |
| YTD | -50.7% | -7.4% | -43.3% | -51.1% |
| 1Y | -54.1% | +14.0% | -68.0% | -55.3% |
| 3Y | -3.9% | +844.4% | -848.4% | -25.4% |
| 5Y | -84.4% | +410.8% | -495.2% | -87.6% |
| 10Y | +77.5% | +2,084.7% | -2,007.2% | +47.8% |
| All | +77.5% | +2,084.7% | -2,007.2% | +47.8% |
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