-18.3%
AMRZ vs RUN
+50.2%
-68.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -4.5% |
| 7D | -2.0% | +10.2% | -12.2% | -2.5% |
| 30D | -9.8% | -9.6% | -0.2% | -9.4% |
| 3M | -17.2% | -31.5% | +14.3% | -15.8% |
| 6M | -26.9% | -18.7% | -8.2% | -26.1% |
| YTD | -21.5% | -49.9% | +28.4% | -20.1% |
| 1Y | -22.9% | -45.5% | +22.6% | -20.9% |
| All | -18.3% | +50.2% | -68.5% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling