+7.5%
AMCR vs RUN
-38.5%
+46.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -5.0% | -3.4% | -1.6% | -4.7% |
| 30D | -8.0% | -14.0% | +6.0% | -7.1% |
| 3M | +14.3% | -27.5% | +41.8% | +16.4% |
| 6M | +5.3% | -29.0% | +34.3% | +7.2% |
| YTD | +7.7% | -53.1% | +60.8% | +11.6% |
| 1Y | +10.8% | -46.7% | +57.6% | +13.3% |
| All | +7.5% | -38.5% | +46.0% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling