-17.5%
RUN vs ALLY
+150.3%
-167.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.7% |
| 7D | +1.3% | +3.7% | -2.4% | -1.1% |
| 30D | -15.3% | -2.3% | -13.0% | -13.9% |
| 3M | -40.0% | +3.8% | -43.8% | -41.4% |
| 6M | -27.0% | +9.7% | -36.7% | -31.7% |
| YTD | -51.7% | -1.4% | -50.3% | -50.7% |
| 1Y | -45.9% | +8.2% | -54.1% | -48.3% |
| 3Y | -43.8% | +66.5% | -110.2% | -59.5% |
| 5Y | -80.5% | +1.2% | -81.7% | -81.7% |
| 10Y | +45.3% | +191.4% | -146.2% | -30.7% |
| All | -17.5% | +150.3% | -167.8% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling