-32.3%
AMT vs RUN
-80.3%
+48.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.3% |
| 7D | -0.2% | +10.2% | -10.3% | -0.9% |
| 30D | +1.8% | -9.6% | +11.5% | +2.5% |
| 3M | -6.2% | -31.5% | +25.3% | -4.0% |
| 6M | -5.0% | -18.7% | +13.7% | -4.6% |
| YTD | +2.1% | -49.9% | +51.9% | +5.2% |
| 1Y | -5.7% | -45.5% | +39.8% | -4.2% |
| 3Y | +7.9% | -34.1% | +42.0% | -3.7% |
| 5Y | -32.3% | -79.4% | +47.1% | -36.4% |
| All | -32.3% | -80.3% | +48.0% | -36.4% |
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 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