+27.3%
AME vs RGEN
+45.2%
-17.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +0.6% | -4.9% | +5.5% | +1.2% |
| 30D | -6.7% | +5.7% | -12.4% | -7.3% |
| 3M | +4.1% | +32.4% | -28.4% | +0.2% |
| 6M | +1.6% | +33.2% | -31.6% | -2.9% |
| YTD | +16.1% | +2.3% | +13.9% | +14.7% |
| 1Y | +27.3% | +39.0% | -11.7% | +23.5% |
| All | +27.3% | +45.2% | -17.9% | +23.5% |
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