-99.2%
AMC vs RUN
-85.3%
-14.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +3.5% | -13.5% | +17.0% | +6.8% |
| 30D | +12.5% | +18.3% | -5.8% | +6.6% |
| 3M | +23.6% | -12.5% | +36.0% | +25.6% |
| 6M | +144.4% | -40.3% | +184.7% | +169.4% |
| YTD | +108.3% | -53.1% | +161.4% | +132.8% |
| 1Y | +38.9% | -54.3% | +93.2% | +55.7% |
| 3Y | -58.9% | -6.5% | -52.4% | -76.6% |
| All | -99.2% | -85.3% | -14.0% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling