-14.7%
AMRZ vs RUN
+44.8%
-59.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -16.9% | -15.3% | -1.7% | -16.2% |
| 3M | -19.2% | -40.0% | +20.8% | -17.3% |
| 6M | -29.3% | -27.0% | -2.3% | -28.2% |
| YTD | -18.0% | -51.7% | +33.7% | -16.3% |
| 1Y | -15.1% | -45.9% | +30.8% | -12.6% |
| All | -14.7% | +44.8% | -59.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling