+7.7%
AS vs RNG
+169.5%
-161.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.2% | +3.1% |
| 7D | +5.8% | -6.2% | +12.1% | +6.3% |
| 30D | +15.4% | -8.0% | +23.4% | +15.8% |
| 3M | -11.9% | +15.7% | -27.6% | -13.1% |
| 6M | -9.9% | +60.3% | -70.2% | -13.4% |
| YTD | -13.1% | +153.8% | -166.9% | -22.3% |
| All | +7.7% | +169.5% | -161.8% | -2.3% |
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