-22.2%
RUN vs ALLY
-12.1%
-10.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.3% |
| 7D | +33.4% | +0.9% | +32.5% | +31.9% |
| 30D | +31.1% | +3.1% | +28.1% | +27.5% |
| 3M | +6.4% | -12.6% | +19.0% | +15.5% |
| 6M | -22.2% | -12.4% | -9.8% | -15.0% |
| All | -22.2% | -12.1% | -10.2% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling