+57.2%
AA vs RGEN
+15.5%
+41.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.0% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | -6.7% | +3.7% | -10.4% | -8.1% |
| 3M | -16.3% | +8.8% | -25.2% | -19.3% |
| 6M | -37.1% | +38.0% | -75.1% | -44.4% |
| YTD | -25.0% | +5.9% | -30.9% | -27.8% |
| 1Y | +8.6% | +19.7% | -11.1% | +0.3% |
| 3Y | +57.2% | +20.5% | +36.7% | +29.9% |
| All | +57.2% | +15.5% | +41.7% | +29.9% |
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