-6.5%
RUN vs ALLE
+94.0%
-100.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.5% |
| 7D | -13.5% | +3.6% | -17.1% | -15.9% |
| 30D | +18.3% | +25.9% | -7.6% | -3.2% |
| 3M | -12.5% | +15.8% | -28.2% | -23.0% |
| 6M | -40.3% | +48.1% | -88.4% | -58.5% |
| YTD | -53.1% | +22.0% | -75.1% | -61.5% |
| 1Y | -54.3% | +18.0% | -72.3% | -61.1% |
| 3Y | -6.5% | +93.1% | -99.6% | -63.6% |
| All | -6.5% | +94.0% | -100.5% | -63.6% |
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