+291.9%
AA vs RGEN
+1,576.0%
-1,284.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | +5.0% | +5.7% | -0.7% | +4.6% |
| 3M | -35.8% | +32.4% | -68.3% | -37.0% |
| 6M | -18.4% | +33.2% | -51.6% | -20.1% |
| YTD | -5.5% | +2.3% | -7.8% | -5.9% |
| 1Y | +61.0% | +39.0% | +22.0% | +57.1% |
| 3Y | +66.2% | -4.6% | +70.8% | +64.7% |
| 5Y | +11.4% | -42.7% | +54.1% | +12.4% |
| 10Y | +116.9% | +433.6% | -316.7% | +94.7% |
| All | +291.9% | +1,576.0% | -1,284.1% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling