-71.3%
AMC vs RUN
-8.7%
-62.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +2.6% | +33.4% | -30.8% | -1.1% |
| 30D | +9.0% | +31.1% | -22.1% | +5.2% |
| 3M | +22.2% | +6.4% | +15.8% | +20.6% |
| 6M | +91.5% | -22.2% | +113.7% | +94.8% |
| YTD | +101.3% | -45.8% | +147.0% | +109.7% |
| 1Y | +20.8% | -51.1% | +71.9% | +27.1% |
| 3Y | -71.3% | -3.0% | -68.3% | -79.3% |
| All | -71.3% | -8.7% | -62.6% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling