-21.6%
AMRZ vs RUN
-40.0%
+18.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.1% | -1.0% |
| 7D | -4.0% | -13.7% | +9.7% | -2.0% |
| 30D | +12.4% | +9.4% | +3.0% | +9.6% |
| 3M | -11.5% | -13.4% | +1.9% | -10.6% |
| 6M | -21.6% | -39.6% | +18.0% | -15.5% |
| All | -21.6% | -40.0% | +18.4% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling