+7.8%
AMCR vs RGEN
+2.1%
+5.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.4% |
| 7D | -6.3% | -4.6% | -1.7% | -5.6% |
| 30D | -7.1% | +1.2% | -8.3% | -7.4% |
| 3M | +12.7% | +26.8% | -14.2% | +8.3% |
| 6M | +5.2% | +29.1% | -23.9% | +0.4% |
| YTD | +8.1% | +0.7% | +7.3% | +6.5% |
| 1Y | +11.7% | +39.1% | -27.3% | +4.5% |
| All | +7.8% | +2.1% | +5.7% | +6.7% |
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