-15.1%
AMRZ vs RUN
-46.2%
+31.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.9% | +1.3% | -3.2% | -2.1% |
| 30D | -16.9% | -15.3% | -1.7% | -15.5% |
| 3M | -19.2% | -40.0% | +20.8% | -14.8% |
| 6M | -29.3% | -27.0% | -2.3% | -27.2% |
| YTD | -18.0% | -51.7% | +33.7% | -13.9% |
| 1Y | -15.1% | -45.9% | +30.8% | -10.9% |
| All | -15.1% | -46.2% | +31.1% | -10.9% |
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 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