+120.4%
AS vs RNG
+117.0%
+3.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.2% |
| 7D | -4.9% | +5.8% | -10.7% | -5.8% |
| 30D | -19.6% | +19.6% | -39.2% | -22.0% |
| 3M | -14.4% | +67.0% | -81.4% | -21.8% |
| 6M | -20.1% | +88.4% | -108.5% | -29.4% |
| YTD | -20.9% | +155.5% | -176.4% | -35.6% |
| 1Y | -21.9% | +141.7% | -163.5% | -35.9% |
| All | +120.4% | +117.0% | +3.4% | +81.2% |
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