+58.0%
ALLY vs RGEN
+15.5%
+42.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.4% |
| 7D | +0.9% | -1.9% | +2.9% | +1.3% |
| 30D | +3.1% | +3.7% | -0.7% | +2.0% |
| 3M | -12.6% | +8.8% | -21.4% | -15.1% |
| 6M | -12.4% | +38.0% | -50.4% | -20.3% |
| YTD | -13.2% | +5.9% | -19.0% | -16.2% |
| 1Y | +1.8% | +19.7% | -17.8% | -4.6% |
| 3Y | +58.0% | +20.5% | +37.4% | +37.9% |
| All | +58.0% | +15.5% | +42.5% | +37.9% |
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