-85.1%
RUN vs ALLE
+51.6%
-136.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.3% |
| 7D | -13.5% | +3.6% | -17.1% | -16.4% |
| 30D | +18.3% | +25.9% | -7.6% | -6.6% |
| 3M | -12.5% | +15.8% | -28.2% | -24.8% |
| 6M | -40.3% | +48.1% | -88.4% | -61.0% |
| YTD | -53.1% | +22.0% | -75.1% | -63.0% |
| 1Y | -54.3% | +18.0% | -72.3% | -62.7% |
| 3Y | -6.5% | +93.1% | -99.6% | -58.0% |
| All | -85.1% | +51.6% | -136.7% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling