+65.2%
ALLY vs RGEN
+15.2%
+50.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +0.4% | -3.3% | +3.7% | +1.1% |
| 30D | +5.2% | -5.8% | +11.1% | +6.5% |
| 3M | -13.3% | +0.2% | -13.5% | -14.1% |
| 6M | -6.7% | +56.8% | -63.4% | -17.9% |
| YTD | -12.8% | +2.4% | -15.2% | -15.2% |
| 1Y | +0.7% | +11.4% | -10.8% | -4.1% |
| 3Y | +65.2% | +15.2% | +50.1% | +46.0% |
| All | +65.2% | +15.2% | +50.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling