-14.7%
AMRZ vs RUN
-51.5%
+36.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +1.2% | +33.4% | -32.2% | -2.9% |
| 30D | +15.1% | +31.1% | -16.1% | +10.5% |
| 3M | -18.1% | +6.4% | -24.5% | -19.4% |
| 6M | -23.5% | -22.2% | -1.2% | -21.9% |
| YTD | -21.6% | -45.8% | +24.1% | -19.2% |
| 1Y | -14.7% | -51.1% | +36.4% | -11.9% |
| All | -14.7% | -51.5% | +36.8% | -11.9% |
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