+9,703.6%
AMD vs RGEN
+1,584.8%
+8,118.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.5% | -11.8% | -16.8% |
| 7D | -28.6% | -10.7% | -17.9% | -27.8% |
| 30D | -37.7% | -3.6% | -34.1% | -37.5% |
| 3M | -16.1% | +6.2% | -22.3% | -16.6% |
| 6M | +13.8% | +34.1% | -20.3% | +10.6% |
| YTD | +88.8% | +2.8% | +86.0% | +87.4% |
| 1Y | +57.8% | +15.5% | +42.2% | +55.0% |
| 3Y | +260.3% | +12.1% | +248.2% | +251.5% |
| 5Y | +196.6% | -36.9% | +233.5% | +200.3% |
| 10Y | +6,064.6% | +522.4% | +5,542.2% | +5,341.3% |
| All | +9,703.6% | +1,584.8% | +8,118.8% | +7,177.0% |
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 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