+284.7%
RNG vs AMP
+694.8%
-410.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.0% |
| 30D | +8.6% | -1.0% | +9.7% | +9.2% |
| 3M | +78.0% | +23.2% | +54.7% | +60.5% |
| 6M | +67.0% | +20.4% | +46.6% | +52.2% |
| YTD | +142.4% | +13.6% | +128.8% | +126.4% |
| 1Y | +120.4% | +13.4% | +107.1% | +106.0% |
| 3Y | +122.1% | +66.5% | +55.6% | +69.9% |
| 5Y | -69.8% | +120.2% | -190.1% | -79.4% |
| 10Y | +223.4% | +576.5% | -353.1% | +10.0% |
| All | +284.7% | +694.8% | -410.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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