-99.9%
AMIX vs RNG
+110.9%
-210.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.6% |
| 7D | +11.4% | -6.0% | +17.5% | +13.4% |
| 30D | -40.5% | -7.4% | -33.2% | -39.4% |
| 3M | -80.1% | +14.6% | -94.7% | -81.1% |
| 6M | -74.8% | +61.5% | -136.4% | -76.5% |
| YTD | -84.0% | +155.7% | -239.7% | -85.3% |
| 1Y | -89.7% | +172.5% | -262.2% | -90.5% |
| All | -99.9% | +110.9% | -210.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling