-58.9%
AMC vs RNG
+179.0%
-237.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +3.5% | +4.6% | -1.1% | +2.3% |
| 30D | +12.5% | +0.4% | +12.0% | +12.2% |
| 3M | +23.6% | +11.4% | +12.2% | +19.7% |
| 6M | +144.4% | +95.7% | +48.7% | +103.2% |
| YTD | +108.3% | +162.9% | -54.6% | +54.0% |
| 1Y | +38.9% | +180.3% | -141.4% | +0.5% |
| 3Y | -58.9% | +188.3% | -247.2% | -71.6% |
| All | -58.9% | +179.0% | -237.9% | -71.6% |
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 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