-18.3%
AMRZ vs RNG
+165.7%
-184.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -3.9% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -9.8% | +11.4% | -21.2% | -10.5% |
| 3M | -17.2% | +72.1% | -89.3% | -20.6% |
| 6M | -26.9% | +67.9% | -94.9% | -30.2% |
| YTD | -21.5% | +144.3% | -165.8% | -29.3% |
| 1Y | -22.9% | +117.5% | -140.4% | -30.0% |
| All | -18.3% | +165.7% | -184.0% | -26.5% |
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