-8.2%
ALLY vs RGEN
-35.1%
+26.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | -12.6% | +8.8% | -21.4% | -15.1% |
| 6M | -12.4% | +38.0% | -50.4% | -20.6% |
| YTD | -13.2% | +5.9% | -19.0% | -16.2% |
| 1Y | +1.8% | +19.7% | -17.8% | -4.8% |
| 3Y | +58.0% | +20.5% | +37.4% | +40.6% |
| All | -8.2% | -35.1% | +26.9% | -23.3% |
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