+131.7%
AG vs RGEN
+45.2%
+86.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | +1.0% | -4.9% | +5.9% | +3.1% |
| 30D | +19.2% | +5.7% | +13.5% | +17.2% |
| 3M | +6.2% | +32.4% | -26.3% | -4.0% |
| 6M | -26.7% | +33.2% | -59.9% | -34.7% |
| YTD | +26.1% | +2.3% | +23.8% | +27.1% |
| 1Y | +131.7% | +39.0% | +92.7% | +135.8% |
| All | +131.7% | +45.2% | +86.5% | +135.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling