-98.7%
AMC vs RNG
+247.5%
-346.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.6% |
| 7D | +5.5% | -6.0% | +11.5% | +7.4% |
| 30D | +16.1% | -7.4% | +23.5% | +18.4% |
| 3M | +43.0% | +14.6% | +28.4% | +37.4% |
| 6M | +130.7% | +61.5% | +69.1% | +99.7% |
| YTD | +121.8% | +155.7% | -33.9% | +63.9% |
| 1Y | +40.7% | +172.5% | -131.8% | +2.1% |
| 3Y | -56.8% | +168.0% | -224.8% | -69.7% |
| 5Y | -99.1% | -73.8% | -25.3% | -99.2% |
| 10Y | -98.7% | +240.3% | -338.9% | -99.3% |
| All | -98.7% | +247.5% | -346.1% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling