-99.9%
AMIX vs RNG
+107.3%
-207.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.8% |
| 7D | -16.0% | -11.3% | -4.7% | -13.1% |
| 30D | -55.4% | -5.7% | -49.7% | -54.9% |
| 3M | -87.5% | +16.8% | -104.3% | -88.3% |
| 6M | -81.2% | +58.5% | -139.7% | -82.4% |
| YTD | -86.8% | +151.3% | -238.2% | -87.9% |
| 1Y | -91.6% | +169.0% | -260.6% | -92.2% |
| All | -99.9% | +107.3% | -207.2% | -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 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