-30.9%
AMT vs RNG
-70.2%
+39.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.5% | -4.1% | +5.5% | +1.8% |
| 30D | +3.7% | +8.6% | -4.9% | +2.9% |
| 3M | -7.2% | +78.0% | -85.2% | -12.5% |
| 6M | -4.2% | +67.0% | -71.2% | -9.6% |
| YTD | +1.9% | +142.4% | -140.5% | -8.1% |
| 1Y | -6.4% | +120.4% | -126.8% | -15.0% |
| 3Y | +7.7% | +122.1% | -114.4% | -4.8% |
| 5Y | -30.9% | -69.8% | +38.9% | -32.9% |
| All | -30.9% | -70.2% | +39.3% | -32.9% |
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