+40,257.2%
ADI vs RGEN
+1,639.8%
+38,617.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.1% |
| 7D | -6.3% | -2.4% | -3.9% | -6.1% |
| 30D | -3.2% | +0.1% | -3.2% | -3.1% |
| 3M | +2.8% | +6.6% | -3.9% | +2.1% |
| 6M | -5.0% | +40.9% | -45.9% | -8.1% |
| YTD | +46.3% | +6.2% | +40.1% | +44.6% |
| 1Y | +71.6% | +19.4% | +52.2% | +67.9% |
| 3Y | +139.2% | +17.9% | +121.3% | +132.0% |
| 5Y | +136.4% | -34.0% | +170.4% | +136.4% |
| 10Y | +636.2% | +453.9% | +182.3% | +529.0% |
| All | +40,257.2% | +1,639.8% | +38,617.4% | +21,159.2% |
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 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