+40,736.5%
ADI vs RGEN
+1,577.9%
+39,158.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -2.8% |
| 7D | +9.5% | -3.3% | +12.8% | +9.8% |
| 30D | -1.4% | -5.8% | +4.5% | -0.9% |
| 3M | +4.7% | +0.2% | +4.5% | +4.6% |
| 6M | -7.4% | +56.8% | -64.2% | -11.2% |
| YTD | +48.1% | +2.4% | +45.7% | +46.7% |
| 1Y | +69.6% | +11.4% | +58.2% | +66.9% |
| 3Y | +144.4% | +15.2% | +129.2% | +137.5% |
| 5Y | +134.1% | -35.1% | +169.2% | +134.5% |
| 10Y | +632.8% | +419.6% | +213.1% | +528.9% |
| All | +40,736.5% | +1,577.9% | +39,158.6% | +21,474.6% |
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