-79.4%
RUN vs ALM
+1,033.0%
-1,112.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.8% | -5.1% | +2.6% |
| 7D | +10.2% | +8.4% | +1.7% | +9.0% |
| 30D | -9.6% | +34.8% | -44.4% | -13.2% |
| 3M | -31.5% | +16.2% | -47.7% | -33.4% |
| 6M | -18.7% | +2.1% | -20.8% | -20.7% |
| YTD | -49.9% | +117.0% | -166.9% | -55.3% |
| 1Y | -45.5% | +313.9% | -359.4% | -54.8% |
| 3Y | -34.1% | +2,327.9% | -2,362.0% | -58.5% |
| 5Y | -79.4% | +1,040.6% | -1,120.1% | -85.6% |
| All | -79.4% | +1,033.0% | -1,112.5% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling