+63.5%
AA vs RGEN
+37.5%
+26.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -0.6% | -4.6% | +3.9% | +0.5% |
| 30D | -1.6% | +1.2% | -2.7% | -2.0% |
| 3M | -29.8% | +26.8% | -56.6% | -34.2% |
| 6M | -16.6% | +29.1% | -45.7% | -22.9% |
| YTD | -4.0% | +0.7% | -4.8% | -0.3% |
| 1Y | +63.5% | +39.1% | +24.5% | +73.2% |
| All | +63.5% | +37.5% | +26.0% | +73.2% |
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