+14.6%
AMCR vs RUN
+42.2%
-27.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -6.3% | -3.7% | -2.6% | -6.0% |
| 30D | -7.8% | -13.0% | +5.2% | -6.8% |
| 3M | +7.5% | -31.8% | +39.3% | +10.6% |
| 6M | +2.7% | -32.2% | +34.9% | +5.3% |
| YTD | +6.0% | -53.5% | +59.5% | +10.9% |
| 1Y | +7.8% | -46.5% | +54.3% | +10.7% |
| 3Y | +5.8% | -37.6% | +43.4% | -2.4% |
| 5Y | -11.6% | -80.9% | +69.2% | -13.6% |
| All | +14.6% | +42.2% | -27.6% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling