+115.4%
AMD vs RGEN
+8.1%
+107.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -8.9% |
| 7D | +18.9% | -3.3% | +22.2% | +19.9% |
| 30D | -6.4% | -5.8% | -0.6% | -4.6% |
| 3M | +10.6% | +0.2% | +10.4% | +11.3% |
| 6M | +19.9% | +56.8% | -36.9% | +6.2% |
| YTD | +149.4% | +2.4% | +147.0% | +157.6% |
| 1Y | +115.4% | +11.4% | +103.9% | +120.0% |
| All | +115.4% | +8.1% | +107.3% | +120.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling