+219.5%
AMT vs RNG
+327.7%
-108.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -0.2% | +5.8% | -6.0% | -0.9% |
| 30D | +4.6% | +19.6% | -15.0% | +2.4% |
| 3M | -8.4% | +67.0% | -75.5% | -14.3% |
| 6M | -6.0% | +88.4% | -94.4% | -13.8% |
| YTD | +2.1% | +155.5% | -153.4% | -10.6% |
| 1Y | -6.4% | +141.7% | -148.1% | -17.8% |
| 3Y | +8.1% | +131.1% | -123.0% | -7.5% |
| 5Y | -31.9% | -70.6% | +38.7% | -28.4% |
| 10Y | +97.1% | +228.2% | -131.1% | +47.6% |
| All | +219.5% | +327.7% | -108.2% | +129.5% |
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