-98.7%
AMC vs RUN
+133.0%
-231.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +8.7% |
| 7D | +6.6% | +18.1% | -11.5% | +2.7% |
| 30D | +14.1% | +27.5% | -13.4% | +8.2% |
| 3M | +31.3% | -4.5% | +35.8% | +31.1% |
| 6M | +126.7% | -33.3% | +160.0% | +140.4% |
| YTD | +117.9% | -47.1% | +165.0% | +133.6% |
| 1Y | +41.1% | -43.1% | +84.2% | +48.5% |
| 3Y | -61.0% | -3.0% | -58.0% | -71.4% |
| 5Y | -99.1% | -82.6% | -16.5% | -99.2% |
| 10Y | -98.7% | +103.3% | -202.0% | -99.4% |
| All | -98.7% | +133.0% | -231.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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