-14.7%
AMRZ vs RNG
+177.8%
-192.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.2% |
| 7D | -1.9% | +5.8% | -7.7% | -2.3% |
| 30D | -16.9% | +19.6% | -36.5% | -18.0% |
| 3M | -19.2% | +67.0% | -86.2% | -22.3% |
| 6M | -29.3% | +88.4% | -117.6% | -33.3% |
| YTD | -18.0% | +155.5% | -173.5% | -26.4% |
| 1Y | -15.1% | +141.7% | -156.8% | -23.7% |
| All | -14.7% | +177.8% | -192.5% | -23.4% |
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