+137.8%
AS vs RNG
+117.2%
+20.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | +4.5% | -6.0% | +10.5% | +5.4% |
| 30D | +13.2% | -7.4% | +20.6% | +14.2% |
| 3M | -11.9% | +14.6% | -26.5% | -14.3% |
| 6M | -11.6% | +61.5% | -73.1% | -19.3% |
| YTD | -14.7% | +155.7% | -170.4% | -30.8% |
| 1Y | +5.7% | +172.5% | -166.8% | -15.7% |
| All | +137.8% | +117.2% | +20.6% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling