-99.8%
AMIX vs RNG
+110.8%
-210.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.8% |
| 7D | -13.7% | +5.8% | -19.5% | -15.1% |
| 30D | -62.1% | +19.6% | -81.7% | -64.3% |
| 3M | -46.2% | +67.0% | -113.2% | -49.6% |
| 6M | -46.4% | +88.4% | -134.8% | -50.2% |
| YTD | -60.3% | +155.5% | -215.7% | -63.4% |
| 1Y | -79.7% | +141.7% | -221.3% | -81.3% |
| All | -99.8% | +110.8% | -210.5% | -99.8% |
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