+48.9%
RUN vs ALLY
+178.4%
-129.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 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