+25.8%
AME vs RUN
-46.7%
+72.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.7% |
| 7D | 0.0% | -3.4% | +3.4% | +0.3% |
| 30D | -8.6% | -14.0% | +5.4% | -7.7% |
| 3M | +5.8% | -27.5% | +33.3% | +7.9% |
| 6M | +3.8% | -29.0% | +32.8% | +5.8% |
| YTD | +14.4% | -53.1% | +67.5% | +16.9% |
| 1Y | +25.8% | -46.7% | +72.5% | +27.8% |
| All | +25.8% | -46.7% | +72.5% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling