+7.9%
AMT vs RNG
+120.7%
-112.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.2% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | +1.8% | +11.4% | -9.5% | +1.2% |
| 3M | -6.2% | +72.1% | -78.3% | -9.4% |
| 6M | -5.0% | +67.9% | -72.9% | -8.4% |
| YTD | +2.1% | +144.3% | -142.3% | -4.0% |
| 1Y | -5.7% | +117.5% | -123.3% | -10.8% |
| 3Y | +7.9% | +123.9% | -116.0% | -1.7% |
| All | +7.9% | +120.7% | -112.7% | -1.7% |
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