-7.3%
AMT vs RUN
-46.7%
+39.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | -2.7% | -3.4% | +0.7% | -2.7% |
| 30D | +2.0% | -14.0% | +16.0% | +1.8% |
| 3M | -9.3% | -27.5% | +18.2% | -9.7% |
| 6M | -5.2% | -29.0% | +23.7% | -5.8% |
| YTD | +0.5% | -53.1% | +53.6% | -1.1% |
| 1Y | -7.3% | -46.7% | +39.5% | -7.4% |
| All | -7.3% | -46.7% | +39.5% | -7.4% |
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