+5,381.0%
AGI vs RGEN
+2,667.3%
+2,713.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +4.4% | -0.9% | +5.3% | +4.4% |
| 30D | +10.0% | +2.8% | +7.1% | +9.8% |
| 3M | +1.7% | +34.5% | -32.7% | -0.4% |
| 6M | -26.8% | +40.5% | -67.2% | -28.7% |
| YTD | -5.3% | +2.8% | -8.2% | -5.8% |
| 1Y | +11.5% | +39.6% | -28.1% | +8.6% |
| 3Y | +212.9% | +4.4% | +208.5% | +206.1% |
| 5Y | +388.8% | -42.8% | +431.5% | +388.4% |
| 10Y | +383.6% | +406.7% | -23.1% | +320.5% |
| All | +5,381.0% | +2,667.3% | +2,713.7% | +3,810.2% |
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