-98.9%
AMC vs RNG
+216.3%
-315.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -1.2% | +11.4% | -12.6% | -4.1% |
| 3M | +42.2% | +72.1% | -29.9% | +20.7% |
| 6M | +118.8% | +67.9% | +50.9% | +86.1% |
| YTD | +64.1% | +144.3% | -80.2% | +22.9% |
| 1Y | -9.5% | +117.5% | -127.1% | -30.3% |
| 3Y | -64.3% | +123.9% | -188.2% | -73.7% |
| 5Y | -99.5% | -70.1% | -29.4% | -99.5% |
| 10Y | -98.9% | +215.9% | -314.8% | -99.5% |
| All | -98.9% | +216.3% | -315.2% | -99.5% |
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