+11,477.5%
AMD vs RGEN
+1,576.0%
+9,901.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.8% |
| 7D | +2.6% | -4.9% | +7.5% | +3.0% |
| 30D | -0.9% | +5.7% | -6.6% | -1.4% |
| 3M | -8.7% | +32.4% | -41.2% | -11.2% |
| 6M | +136.3% | +33.2% | +103.2% | +129.3% |
| YTD | +123.0% | +2.3% | +120.7% | +121.4% |
| 1Y | +195.2% | +39.0% | +156.2% | +185.1% |
| 3Y | +336.3% | -4.6% | +341.0% | +330.3% |
| 5Y | +334.5% | -42.7% | +377.2% | +342.3% |
| 10Y | +6,259.1% | +433.6% | +5,825.5% | +5,553.4% |
| All | +11,477.5% | +1,576.0% | +9,901.5% | +8,495.3% |
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 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