-56.2%
RUN vs ALLE
+14.3%
-70.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.5% | -5.8% |
| 7D | -13.7% | +1.6% | -15.2% | -14.3% |
| 30D | +9.4% | +24.1% | -14.7% | -2.6% |
| 3M | -13.4% | +14.8% | -28.2% | -19.8% |
| 6M | -39.6% | +45.9% | -85.4% | -51.1% |
| YTD | -53.7% | +20.7% | -74.4% | -61.1% |
| 1Y | -56.2% | +14.2% | -70.4% | -60.9% |
| All | -56.2% | +14.3% | -70.5% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling