-14.4%
RUN vs AMP
+454.1%
-468.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.2% |
| 7D | +10.2% | +2.6% | +7.6% | +8.4% |
| 30D | -9.6% | +0.8% | -10.5% | -10.1% |
| 3M | -31.5% | +24.3% | -55.8% | -40.7% |
| 6M | -18.7% | +20.6% | -39.2% | -28.8% |
| YTD | -49.9% | +14.6% | -64.5% | -54.2% |
| 1Y | -45.5% | +14.5% | -60.1% | -50.2% |
| 3Y | -34.1% | +67.9% | -102.0% | -55.4% |
| 5Y | -79.4% | +122.5% | -201.9% | -88.0% |
| 10Y | +48.9% | +573.3% | -524.3% | -50.9% |
| All | -14.4% | +454.1% | -468.5% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling