+337.5%
AMD vs RUN
-80.5%
+418.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | -0.9% | -15.3% | +14.3% | +1.5% |
| 3M | -8.7% | -40.0% | +31.3% | -1.0% |
| 6M | +136.3% | -27.0% | +163.3% | +147.1% |
| YTD | +123.0% | -51.7% | +174.7% | +143.0% |
| 1Y | +195.2% | -45.9% | +241.1% | +212.3% |
| 3Y | +336.3% | -43.8% | +380.1% | +272.7% |
| All | +337.5% | -80.5% | +418.0% | +348.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling