-18.8%
AMT vs RNG
-75.4%
+56.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +1.6% | -6.0% | +7.7% | +2.2% |
| 30D | +4.5% | -7.4% | +11.8% | +5.1% |
| 3M | +13.8% | +14.6% | -0.8% | +11.9% |
| 6M | +10.0% | +61.5% | -51.5% | +3.9% |
| YTD | +11.8% | +155.7% | -143.9% | -0.6% |
| 1Y | +10.2% | +172.5% | -162.2% | -2.7% |
| 3Y | +15.1% | +168.0% | -152.9% | -1.4% |
| 5Y | -18.8% | -73.8% | +55.0% | -11.1% |
| All | -18.8% | -75.4% | +56.6% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling