-10.9%
ALLY vs RGEN
-37.9%
+27.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.1% |
| 7D | -2.1% | -1.2% | -1.0% | -1.9% |
| 30D | +2.0% | -5.1% | +7.1% | +3.1% |
| 3M | -13.3% | +0.5% | -13.8% | -14.2% |
| 6M | -9.9% | +46.6% | -56.4% | -19.6% |
| YTD | -13.5% | +1.6% | -15.2% | -15.8% |
| 1Y | -2.8% | +5.4% | -8.2% | -6.3% |
| 3Y | +63.4% | +12.8% | +50.6% | +47.9% |
| 5Y | -10.9% | -35.6% | +24.7% | -24.4% |
| All | -10.9% | -37.9% | +27.0% | -24.4% |
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 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