+445.6%
AG vs RGEN
+5,543.1%
-5,097.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | +1.0% | -4.9% | +5.9% | +1.9% |
| 30D | +19.2% | +5.7% | +13.5% | +18.3% |
| 3M | +6.2% | +32.4% | -26.3% | +1.3% |
| 6M | -26.7% | +33.2% | -59.9% | -30.4% |
| YTD | +26.1% | +2.3% | +23.8% | +25.1% |
| 1Y | +131.7% | +39.0% | +92.7% | +118.7% |
| 3Y | +255.3% | -4.6% | +260.0% | +246.1% |
| 5Y | +61.9% | -42.7% | +104.6% | +64.3% |
| 10Y | +72.0% | +433.6% | -361.6% | +26.1% |
| All | +445.6% | +5,543.1% | -5,097.5% | +158.4% |
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