-98.1%
AMC vs RNG
+328.7%
-426.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +5.3% |
| 7D | +2.3% | +5.8% | -3.5% | +0.7% |
| 30D | -0.7% | +19.6% | -20.4% | -5.3% |
| 3M | +35.2% | +67.0% | -31.8% | +16.8% |
| 6M | +124.6% | +88.4% | +36.2% | +87.0% |
| YTD | +69.9% | +155.5% | -85.6% | +28.0% |
| 1Y | -2.6% | +141.7% | -144.2% | -25.8% |
| 3Y | -79.8% | +131.1% | -210.9% | -85.0% |
| 5Y | -99.4% | -70.6% | -28.8% | -99.4% |
| 10Y | -98.9% | +228.2% | -327.1% | -99.4% |
| All | -98.1% | +328.7% | -426.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling