-98.8%
AMC vs RUN
-31.9%
-66.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.4% |
| 7D | +2.3% | +1.3% | +1.1% | +2.1% |
| 30D | -0.7% | -15.3% | +14.5% | +2.0% |
| 3M | +35.2% | -40.0% | +75.2% | +46.9% |
| 6M | +124.6% | -27.0% | +151.5% | +133.1% |
| YTD | +69.9% | -51.7% | +121.6% | +85.6% |
| 1Y | -2.6% | -45.9% | +43.3% | +3.1% |
| 3Y | -79.8% | -43.8% | -36.0% | -82.6% |
| 5Y | -99.4% | -80.5% | -18.9% | -99.4% |
| 10Y | -98.9% | +45.3% | -144.1% | -99.3% |
| All | -98.8% | -31.9% | -66.9% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling