+72.8%
AG vs RGEN
-44.3%
+117.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.1% | +2.6% |
| 7D | -0.1% | -4.6% | +4.5% | +1.1% |
| 30D | +12.5% | +1.2% | +11.3% | +12.3% |
| 3M | +28.2% | +26.8% | +1.3% | +20.4% |
| 6M | -18.8% | +29.1% | -47.9% | -24.6% |
| YTD | +27.4% | +0.7% | +26.7% | +26.2% |
| 1Y | +132.2% | +39.1% | +93.1% | +112.7% |
| 3Y | +286.9% | +2.2% | +284.6% | +267.4% |
| 5Y | +72.8% | -44.0% | +116.8% | +69.0% |
| All | +72.8% | -44.3% | +117.1% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling