+16.0%
AA vs RGEN
+19.5%
-3.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +0.9% | -3.5% | +4.4% | +1.6% |
| 30D | -6.4% | -6.0% | -0.5% | -5.5% |
| 3M | -13.0% | +19.0% | -31.9% | -17.0% |
| 6M | -34.6% | +50.7% | -85.4% | -42.0% |
| YTD | -23.0% | +8.8% | -31.8% | -15.7% |
| 1Y | +16.0% | +21.3% | -5.3% | +20.1% |
| All | +16.0% | +19.5% | -3.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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