-7.3%
RUN vs ALLY
+120.5%
-127.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.2% |
| 7D | +33.4% | +0.9% | +32.5% | +32.4% |
| 30D | +31.1% | +3.1% | +28.1% | +28.5% |
| 3M | +6.4% | -12.6% | +19.0% | +16.0% |
| 6M | -22.2% | -12.4% | -9.8% | -15.4% |
| YTD | -45.8% | -13.2% | -32.6% | -40.0% |
| 1Y | -51.1% | +1.8% | -52.9% | -51.2% |
| 3Y | -3.0% | +58.0% | -61.0% | -28.0% |
| 5Y | -82.2% | -8.4% | -73.8% | -82.1% |
| 10Y | +111.9% | +195.3% | -83.4% | +4.4% |
| All | -7.3% | +120.5% | -127.9% | -45.4% |
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