+3.0%
AS vs RNG
+178.2%
-175.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -2.6% |
| 7D | -3.0% | -3.5% | +0.5% | -2.8% |
| 30D | +9.6% | -3.8% | +13.3% | +9.7% |
| 3M | -8.2% | +18.6% | -26.7% | -9.6% |
| 6M | -9.9% | +69.2% | -79.1% | -13.7% |
| YTD | -16.8% | +161.9% | -178.7% | -25.7% |
| 1Y | +3.0% | +176.2% | -173.2% | -7.1% |
| All | +3.0% | +178.2% | -175.2% | -7.1% |
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