+40.7%
AMC vs RUN
-52.5%
+93.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.6% | +12.3% | +2.9% |
| 7D | +5.5% | +0.3% | +5.1% | +4.9% |
| 30D | +16.1% | +14.0% | +2.1% | +13.2% |
| 3M | +43.0% | -11.8% | +54.7% | +43.6% |
| 6M | +130.7% | -40.4% | +171.0% | +142.0% |
| YTD | +121.8% | -52.7% | +174.5% | +128.8% |
| 1Y | +40.7% | -52.5% | +93.2% | +44.4% |
| All | +40.7% | -52.5% | +93.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling