-82.8%
RUN vs ALLY
-9.5%
-73.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.5% |
| 7D | +33.4% | +0.9% | +32.5% | +32.2% |
| 30D | +31.1% | +3.1% | +28.1% | +27.9% |
| 3M | +6.4% | -12.6% | +19.0% | +18.0% |
| 6M | -22.2% | -12.4% | -9.8% | -14.0% |
| YTD | -45.8% | -13.2% | -32.6% | -38.9% |
| 1Y | -51.1% | +1.8% | -52.9% | -51.5% |
| 3Y | -3.0% | +58.0% | -61.0% | -35.5% |
| All | -82.8% | -9.5% | -73.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling