+40.2%
AMC vs RNG
+179.4%
-139.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +17.7% | -9.6% | +27.3% | +19.9% |
| 30D | +26.2% | -1.4% | +27.6% | +26.3% |
| 3M | +31.3% | +28.8% | +2.6% | +24.8% |
| 6M | +142.8% | +65.6% | +77.2% | +120.0% |
| YTD | +125.6% | +171.4% | -45.8% | +83.5% |
| 1Y | +40.2% | +185.3% | -145.1% | +10.4% |
| All | +40.2% | +179.4% | -139.2% | +10.4% |
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