-18.5%
AMRZ vs RNG
+173.3%
-191.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.6% |
| 7D | +1.2% | -11.3% | +12.5% | +2.0% |
| 30D | +15.1% | -5.7% | +20.7% | +15.3% |
| 3M | -18.1% | +16.8% | -34.8% | -19.2% |
| 6M | -23.5% | +58.5% | -81.9% | -26.3% |
| YTD | -21.6% | +151.3% | -172.9% | -29.8% |
| 1Y | -14.7% | +169.0% | -183.8% | -24.4% |
| All | -18.5% | +173.3% | -191.7% | -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 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