+95.0%
AMDL vs RGEN
-12.7%
+107.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.8% |
| 7D | +4.5% | -4.9% | +9.5% | +7.3% |
| 30D | -4.4% | +5.7% | -10.1% | -7.8% |
| 3M | -30.5% | +32.4% | -62.9% | -43.5% |
| 6M | +300.9% | +33.2% | +267.7% | +216.7% |
| YTD | +219.9% | +2.3% | +217.7% | +205.2% |
| 1Y | +374.7% | +39.0% | +335.7% | +268.2% |
| All | +95.0% | -12.7% | +107.7% | +101.7% |
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 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