+194.9%
ALLY vs RGEN
+508.6%
-313.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | -0.2% | +3.5% | -3.7% | -1.0% |
| 30D | +3.4% | +2.9% | +0.5% | +2.7% |
| 3M | -11.1% | +9.2% | -20.2% | -13.2% |
| 6M | -11.5% | +44.9% | -56.4% | -19.1% |
| YTD | -12.3% | +9.2% | -21.5% | -15.4% |
| 1Y | +1.1% | +25.3% | -24.2% | -5.2% |
| 3Y | +64.8% | +21.7% | +43.1% | +50.2% |
| 5Y | -6.9% | -34.5% | +27.6% | -10.2% |
| 10Y | +194.9% | +478.9% | -284.0% | +76.4% |
| All | +194.9% | +508.6% | -313.7% | +76.4% |
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 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