+73.3%
RUN vs ALM
+2,100.8%
-2,027.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.5% |
| 7D | -13.5% | +1.2% | -14.8% | -13.6% |
| 30D | +18.3% | -19.3% | +37.6% | +20.7% |
| 3M | -12.5% | -40.6% | +28.2% | -8.1% |
| 6M | -40.3% | -57.9% | +17.6% | -35.7% |
| YTD | -53.1% | -6.7% | -46.4% | -53.5% |
| 1Y | -54.3% | +20.2% | -74.4% | -55.7% |
| 3Y | -6.5% | +879.4% | -885.9% | -27.7% |
| 5Y | -85.3% | +415.3% | -500.6% | -88.3% |
| All | +73.3% | +2,100.8% | -2,027.5% | +44.3% |
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