-71.3%
AMC vs RNG
+154.7%
-226.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.7% |
| 7D | +2.6% | -11.3% | +13.9% | +5.9% |
| 30D | +9.0% | -5.7% | +14.7% | +10.6% |
| 3M | +22.2% | +16.8% | +5.4% | +16.9% |
| 6M | +91.5% | +58.5% | +33.0% | +67.9% |
| YTD | +101.3% | +151.3% | -50.0% | +50.5% |
| 1Y | +20.8% | +169.0% | -148.2% | -11.6% |
| 3Y | -71.3% | +156.9% | -228.2% | -79.9% |
| All | -71.3% | +154.7% | -226.0% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling