+466.8%
AME vs RNG
+327.7%
+139.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.0% |
| 7D | +0.6% | +5.8% | -5.2% | -0.1% |
| 30D | -6.7% | +19.6% | -26.3% | -8.7% |
| 3M | +4.1% | +67.0% | -62.9% | -2.8% |
| 6M | +1.6% | +88.4% | -86.8% | -7.4% |
| YTD | +16.1% | +155.5% | -139.3% | +0.6% |
| 1Y | +27.3% | +141.7% | -114.3% | +10.8% |
| 3Y | +50.9% | +131.1% | -80.2% | +28.4% |
| 5Y | +81.4% | -70.6% | +152.0% | +93.3% |
| 10Y | +417.0% | +228.2% | +188.7% | +256.4% |
| All | +466.8% | +327.7% | +139.1% | +271.1% |
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