-38.6%
RUN vs ALM
+2,118.4%
-2,157.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.3% | -2.6% | +3.9% | +1.5% |
| 30D | -15.3% | +32.0% | -47.3% | -17.9% |
| 3M | -40.0% | -15.0% | -25.0% | -39.7% |
| 6M | -27.0% | -10.1% | -16.8% | -27.6% |
| YTD | -51.7% | +99.4% | -151.1% | -55.3% |
| 1Y | -45.9% | +316.4% | -362.2% | -52.2% |
| All | -38.6% | +2,118.4% | -2,157.0% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling