+141.7%
RNG vs AHR
+33.1%
+108.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -4.5% |
| 7D | +5.8% | -1.5% | +7.2% | +5.3% |
| 30D | +19.6% | -1.4% | +21.0% | +18.9% |
| 3M | +67.0% | +18.6% | +48.4% | +85.8% |
| 6M | +88.4% | +6.6% | +81.8% | +97.8% |
| YTD | +155.5% | +17.5% | +138.0% | +185.5% |
| 1Y | +141.7% | +30.9% | +110.8% | +183.0% |
| All | +141.7% | +33.1% | +108.6% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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