-7.3%
RUN vs ALLE
+232.7%
-240.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | +33.4% | -0.6% | +34.0% | +33.7% |
| 30D | +31.1% | +25.3% | +5.8% | +9.1% |
| 3M | +6.4% | +10.3% | -3.9% | -2.0% |
| 6M | -22.2% | +38.0% | -60.3% | -40.9% |
| YTD | -45.8% | +17.8% | -63.5% | -53.7% |
| 1Y | -51.1% | +13.6% | -64.7% | -57.1% |
| 3Y | -3.0% | +89.2% | -92.2% | -42.9% |
| 5Y | -82.2% | +51.1% | -133.3% | -87.5% |
| 10Y | +111.9% | +228.1% | -116.2% | +2.3% |
| All | -7.3% | +232.7% | -240.0% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling