+90.5%
AA vs RGEN
-0.1%
+90.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.4% |
| 7D | +1.7% | -0.9% | +2.5% | +1.9% |
| 30D | +3.3% | +2.8% | +0.5% | +2.3% |
| 3M | -29.4% | +34.5% | -63.9% | -35.9% |
| 6M | -12.8% | +40.5% | -53.3% | -22.8% |
| YTD | -2.1% | +2.8% | -5.0% | -4.1% |
| 1Y | +62.8% | +39.6% | +23.1% | +45.1% |
| 3Y | +90.5% | +4.4% | +86.1% | +95.6% |
| All | +90.5% | -0.1% | +90.5% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling