+249.4%
AMT vs RNG
+338.4%
-89.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | -2.4% | -3.5% | +1.1% | -2.0% |
| 30D | +4.2% | -3.8% | +8.0% | +4.5% |
| 3M | +13.4% | +18.6% | -5.1% | +10.8% |
| 6M | +9.4% | +69.2% | -59.8% | +1.7% |
| YTD | +11.7% | +161.9% | -150.2% | -2.9% |
| 1Y | +7.1% | +176.2% | -169.1% | -7.5% |
| 3Y | +15.1% | +174.5% | -159.4% | -3.7% |
| 5Y | -17.9% | -71.9% | +54.1% | -12.8% |
| 10Y | +133.5% | +235.4% | -101.9% | +74.1% |
| All | +249.4% | +338.4% | -89.0% | +149.5% |
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