+295.8%
AMD vs RUN
-85.5%
+381.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.1% | +11.9% | +6.8% |
| 7D | +44.7% | -13.7% | +58.4% | +47.8% |
| 30D | -3.3% | +9.4% | -12.7% | -5.9% |
| 3M | +21.2% | -13.4% | +34.6% | +22.5% |
| 6M | +30.6% | -39.6% | +70.1% | +39.5% |
| YTD | +173.3% | -53.7% | +227.0% | +195.9% |
| 1Y | +126.1% | -56.2% | +182.3% | +146.2% |
| 3Y | +393.5% | -9.7% | +403.3% | +271.9% |
| 5Y | +295.8% | -85.5% | +381.2% | +342.9% |
| All | +295.8% | -85.5% | +381.3% | +342.9% |
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