+337.4%
AGI vs RGEN
+415.7%
-78.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | +7.2% | -0.3% | +7.6% | +7.3% |
| 3M | +4.3% | +23.9% | -19.6% | +1.9% |
| 6M | -27.1% | +38.5% | -65.6% | -29.7% |
| YTD | -6.6% | +0.8% | -7.4% | -7.2% |
| 1Y | +9.5% | +38.2% | -28.7% | +5.7% |
| 3Y | +208.4% | +1.3% | +207.1% | +200.2% |
| 5Y | +401.6% | -44.0% | +445.6% | +397.6% |
| All | +337.4% | +415.7% | -78.3% | +296.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling