+84.9%
RUN vs ALLY
+182.8%
-97.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.3% | -9.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | +14.0% | +1.1% | +12.9% | +13.2% |
| 3M | -11.8% | -13.2% | +1.4% | -2.9% |
| 6M | -40.4% | -13.5% | -26.9% | -34.3% |
| YTD | -52.7% | -14.3% | -38.4% | -46.9% |
| 1Y | -52.5% | -1.1% | -51.4% | -51.6% |
| 3Y | -7.7% | +62.0% | -69.7% | -33.6% |
| 5Y | -83.9% | -9.6% | -74.2% | -83.6% |
| 10Y | +84.9% | +176.0% | -91.0% | -14.8% |
| All | +84.9% | +182.8% | -97.9% | -14.8% |
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