+57.4%
AA vs RNG
+120.2%
-62.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.8% |
| 7D | -5.4% | -9.6% | +4.2% | -5.6% |
| 30D | -10.7% | +8.8% | -19.5% | -10.5% |
| 3M | -26.2% | +78.6% | -104.8% | -25.5% |
| 6M | -20.9% | +70.3% | -91.2% | -20.3% |
| YTD | -8.6% | +140.3% | -149.0% | -9.3% |
| 1Y | +57.4% | +126.6% | -69.2% | +57.6% |
| All | +57.4% | +120.2% | -62.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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