+61.4%
AME vs RUN
-2.6%
+64.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.4% |
| 7D | +1.1% | +3.2% | -2.1% | +0.9% |
| 30D | -4.1% | +19.5% | -23.6% | -4.9% |
| 3M | -6.3% | -9.6% | +3.2% | -6.2% |
| 6M | +3.5% | -37.3% | +40.9% | +4.9% |
| YTD | +17.3% | -50.7% | +68.0% | +18.9% |
| 1Y | +22.0% | -54.1% | +76.1% | +23.9% |
| All | +61.4% | -2.6% | +64.0% | +54.3% |
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