+357.3%
AMD vs RUN
-7.3%
+364.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.0% | -8.9% |
| 7D | +18.9% | -13.5% | +32.5% | +20.5% |
| 30D | -6.4% | +18.3% | -24.7% | -8.9% |
| 3M | +10.6% | -12.5% | +23.0% | +11.2% |
| 6M | +19.9% | -40.3% | +60.2% | +25.2% |
| YTD | +149.4% | -53.1% | +202.5% | +161.8% |
| 1Y | +115.4% | -54.3% | +169.6% | +126.3% |
| 3Y | +357.3% | -6.5% | +363.8% | +327.4% |
| All | +357.3% | -7.3% | +364.6% | +327.4% |
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 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