-42.7%
RUN vs ALLE
+42.6%
-85.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -1.4% |
| 7D | +1.3% | -0.2% | +1.5% | +1.5% |
| 30D | -15.3% | -6.8% | -8.5% | -9.6% |
| 3M | -40.0% | +21.0% | -61.0% | -50.7% |
| 6M | -27.0% | +1.1% | -28.1% | -28.3% |
| YTD | -51.7% | -0.5% | -51.1% | -52.7% |
| 1Y | -45.9% | -7.3% | -38.6% | -43.3% |
| All | -42.7% | +42.6% | -85.2% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling