+441.6%
AME vs RGEN
+450.6%
-9.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.1% | -3.1% | +4.2% | +1.7% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | -6.3% | +4.8% | -11.1% | -7.5% |
| 6M | +3.5% | +48.9% | -45.4% | -5.0% |
| YTD | +17.3% | +5.3% | +11.9% | +14.3% |
| 1Y | +22.0% | +12.5% | +9.5% | +17.4% |
| 3Y | +62.0% | +17.0% | +45.0% | +48.4% |
| 5Y | +78.5% | -35.4% | +113.8% | +75.2% |
| 10Y | +441.6% | +434.6% | +7.0% | +225.2% |
| All | +441.6% | +450.6% | -9.0% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling