+57.5%
AME vs RUN
-35.6%
+93.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | +2.8% | +10.2% | -7.4% | +2.4% |
| 30D | -6.3% | -9.6% | +3.3% | -5.9% |
| 3M | +5.4% | -31.5% | +36.9% | +6.7% |
| 6M | +7.4% | -18.7% | +26.1% | +8.0% |
| YTD | +16.2% | -49.9% | +66.1% | +18.0% |
| 1Y | +26.8% | -45.5% | +72.3% | +28.2% |
| 3Y | +57.5% | -34.1% | +91.6% | +49.6% |
| All | +57.5% | -35.6% | +93.1% | +49.6% |
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