-17.5%
RUN vs ALM
+1,153.4%
-1,170.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.2% |
| 3M | -40.0% | -15.0% | -25.0% | -39.7% |
| 6M | -27.0% | -10.1% | -16.8% | -27.3% |
| YTD | -51.7% | +99.4% | -151.1% | -54.7% |
| 1Y | -45.9% | +316.4% | -362.2% | -51.8% |
| 3Y | -43.8% | +2,022.0% | -2,065.8% | -56.2% |
| 5Y | -80.5% | +941.2% | -1,021.7% | -84.3% |
| 10Y | +45.3% | +2,950.3% | -2,905.1% | +19.4% |
| All | -17.5% | +1,153.4% | -1,170.9% | -28.9% |
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