-15.0%
AMRZ vs RNG
+178.2%
-193.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -5.5% | -3.5% | -2.0% | -5.3% |
| 30D | +15.6% | -3.8% | +19.4% | +15.7% |
| 3M | -12.1% | +18.6% | -30.7% | -13.2% |
| 6M | -19.4% | +69.2% | -88.6% | -21.9% |
| YTD | -21.9% | +161.9% | -183.7% | -29.7% |
| 1Y | -15.0% | +176.2% | -191.2% | -27.0% |
| All | -15.0% | +178.2% | -193.2% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling