-98.1%
AMC vs RGEN
+1,221.8%
-1,319.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +2.3% | -4.9% | +7.2% | +3.3% |
| 30D | -0.7% | +5.7% | -6.4% | -1.7% |
| 3M | +35.2% | +32.4% | +2.8% | +28.1% |
| 6M | +124.6% | +33.2% | +91.4% | +112.3% |
| YTD | +69.9% | +2.3% | +67.6% | +68.0% |
| 1Y | -2.6% | +39.0% | -41.6% | -9.0% |
| 3Y | -79.8% | -4.6% | -75.1% | -80.4% |
| 5Y | -99.4% | -42.7% | -56.7% | -99.4% |
| 10Y | -98.9% | +433.6% | -532.5% | -99.2% |
| All | -98.1% | +1,221.8% | -1,319.8% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling