-18.7%
AMRZ vs RUN
+47.7%
-66.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.0% |
| 7D | -5.5% | +3.2% | -8.7% | -5.7% |
| 30D | +15.6% | +19.5% | -3.9% | +14.1% |
| 3M | -12.1% | -9.6% | -2.5% | -12.0% |
| 6M | -19.4% | -37.3% | +17.9% | -18.1% |
| YTD | -21.9% | -50.7% | +28.8% | -20.7% |
| 1Y | -15.0% | -54.1% | +39.1% | -13.9% |
| All | -18.7% | +47.7% | -66.4% | -16.6% |
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