-99.4%
AMC vs RNG
-70.5%
-28.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +5.8% |
| 7D | +2.3% | +5.8% | -3.5% | -0.2% |
| 30D | -0.7% | +19.6% | -20.4% | -7.8% |
| 3M | +35.2% | +67.0% | -31.8% | +7.3% |
| 6M | +124.6% | +88.4% | +36.2% | +67.5% |
| YTD | +69.9% | +155.5% | -85.6% | +6.8% |
| 1Y | -2.6% | +141.7% | -144.2% | -37.7% |
| 3Y | -79.8% | +131.1% | -210.9% | -88.0% |
| All | -99.4% | -70.5% | -28.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling