-21.9%
AS vs RNG
+144.7%
-166.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +3.8% |
| 7D | -4.9% | +5.8% | -10.7% | -5.3% |
| 30D | -19.6% | +19.6% | -39.2% | -20.7% |
| 3M | -14.4% | +67.0% | -81.4% | -17.5% |
| 6M | -20.1% | +88.4% | -108.5% | -23.9% |
| YTD | -20.9% | +155.5% | -176.4% | -27.8% |
| 1Y | -21.9% | +141.7% | -163.5% | -28.8% |
| All | -21.9% | +144.7% | -166.6% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling