-80.7%
RUN vs AMP
+118.7%
-199.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | -3.4% | -2.0% | -1.3% | -1.8% |
| 30D | -14.0% | -1.7% | -12.3% | -12.8% |
| 3M | -27.5% | +23.2% | -50.7% | -39.3% |
| 6M | -29.0% | +22.2% | -51.1% | -40.7% |
| YTD | -53.1% | +14.0% | -67.1% | -58.1% |
| 1Y | -46.7% | +14.0% | -60.7% | -52.4% |
| 3Y | -38.3% | +67.0% | -105.3% | -67.5% |
| 5Y | -80.7% | +123.2% | -203.9% | -92.0% |
| All | -80.7% | +118.7% | -199.4% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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