+398.1%
AGI vs RGEN
-44.2%
+442.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.9% |
| 30D | +6.8% | -0.1% | +6.8% | +6.8% |
| 3M | +8.3% | +25.9% | -17.6% | +5.0% |
| 6M | -29.2% | +35.2% | -64.4% | -32.3% |
| YTD | -7.3% | +0.5% | -7.8% | -8.0% |
| 1Y | +8.0% | +37.0% | -28.9% | +3.4% |
| 3Y | +206.6% | +2.0% | +204.5% | +196.5% |
| 5Y | +398.1% | -44.2% | +442.3% | +363.5% |
| All | +398.1% | -44.2% | +442.4% | +363.5% |
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