-99.3%
AMC vs RUN
-82.6%
-16.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +2.6% | +33.4% | -30.8% | -5.1% |
| 30D | +9.0% | +31.1% | -22.1% | +1.2% |
| 3M | +22.2% | +6.4% | +15.8% | +18.7% |
| 6M | +91.5% | -22.2% | +113.7% | +98.0% |
| YTD | +101.3% | -45.8% | +147.0% | +118.1% |
| 1Y | +20.8% | -51.1% | +71.9% | +33.6% |
| 3Y | -71.3% | -3.0% | -68.3% | -83.4% |
| All | -99.3% | -82.6% | -16.7% | -99.1% |
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