Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RUN vs ALLY✓SelectedUSD · ALLYRUN vs ALLY performance historyLatest closeAs of+3.71%09/08
Stock and ETF performance explorer

RUN vs ALLY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+48.9%
ALLY return
+178.4%
Excess return
-129.4%
Maximum drawdown
-94.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioALLYExcessAlpha
1D+3.7%-3.3%+7.0%+6.0%
7D+10.2%+1.0%+9.1%+9.3%
30D-9.6%-3.3%-6.3%-7.6%
3M-31.5%+0.5%-32.0%-31.7%
6M-18.7%+12.6%-31.3%-25.6%
YTD-49.9%-4.7%-45.2%-47.8%
1Y-45.5%+5.2%-50.7%-47.1%
3Y-34.1%+66.5%-100.6%-53.3%
5Y-79.4%+0.2%-79.7%-80.7%
10Y+48.9%+180.8%-131.8%-28.7%
All+48.9%+178.4%-129.4%-28.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling