-9.6%
RUN vs ALM
+526.0%
-535.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -3.1% |
| 7D | +18.1% | +0.7% | +17.3% | +17.8% |
| 30D | +27.5% | -26.1% | +53.6% | +30.4% |
| 3M | -4.5% | -38.1% | +33.6% | -1.1% |
| 6M | -33.3% | -55.4% | +22.1% | -29.7% |
| YTD | -47.1% | -0.4% | -46.7% | -47.6% |
| 1Y | -43.1% | +25.4% | -68.5% | -44.6% |
| 3Y | -3.0% | +907.8% | -910.7% | -19.4% |
| 5Y | -82.6% | +440.2% | -522.8% | -85.3% |
| 10Y | +103.3% | +2,031.1% | -1,927.8% | +78.6% |
| All | -9.6% | +526.0% | -535.6% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling