-45.9%
RUN vs ALLY
+9.5%
-55.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.7% |
| 7D | +1.3% | +3.7% | -2.4% | -1.7% |
| 30D | -15.3% | -2.3% | -13.0% | -13.6% |
| 3M | -40.0% | +3.8% | -43.8% | -41.8% |
| 6M | -27.0% | +9.7% | -36.7% | -33.1% |
| YTD | -51.7% | -1.4% | -50.3% | -51.2% |
| 1Y | -45.9% | +8.2% | -54.1% | -49.3% |
| All | -45.9% | +9.5% | -55.4% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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