-98.6%
AMC vs RUN
-23.6%
-75.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +2.6% | +33.4% | -30.8% | -3.0% |
| 30D | +9.0% | +31.1% | -22.1% | +3.4% |
| 3M | +22.2% | +6.4% | +15.8% | +19.7% |
| 6M | +91.5% | -22.2% | +113.7% | +96.3% |
| YTD | +101.3% | -45.8% | +147.0% | +113.8% |
| 1Y | +20.8% | -51.1% | +71.9% | +30.2% |
| 3Y | -71.3% | -3.0% | -68.3% | -78.0% |
| 5Y | -99.2% | -82.2% | -17.0% | -99.3% |
| 10Y | -98.7% | +111.9% | -210.6% | -99.3% |
| All | -98.6% | -23.6% | -75.0% | -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 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