+37.1%
AMCR vs RUN
-32.6%
+69.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.8% | -2.4% |
| 7D | -6.3% | -1.8% | -4.5% | -6.2% |
| 30D | -7.1% | -10.8% | +3.7% | -6.4% |
| 3M | +12.7% | -30.2% | +42.8% | +15.4% |
| 6M | +5.2% | -22.3% | +27.5% | +6.5% |
| YTD | +8.1% | -52.2% | +60.2% | +12.4% |
| 1Y | +10.0% | -45.1% | +55.1% | +12.6% |
| 3Y | +6.6% | -37.1% | +43.7% | -0.8% |
| 5Y | -11.4% | -80.3% | +68.9% | -13.6% |
| 10Y | +13.3% | +45.2% | -31.9% | -8.1% |
| All | +37.1% | -32.6% | +69.7% | +11.4% |
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