+428.5%
AME vs RGEN
+402.3%
+26.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.2% |
| 7D | +1.3% | -4.6% | +5.9% | +2.2% |
| 30D | -6.6% | +1.2% | -7.7% | -6.9% |
| 3M | +3.0% | +26.8% | -23.9% | -2.1% |
| 6M | +5.3% | +29.1% | -23.8% | -0.8% |
| YTD | +15.4% | +0.7% | +14.7% | +13.8% |
| 1Y | +26.8% | +39.1% | -12.2% | +17.0% |
| 3Y | +56.5% | +2.2% | +54.3% | +46.7% |
| 5Y | +85.2% | -44.0% | +129.2% | +87.2% |
| 10Y | +428.5% | +412.7% | +15.8% | +212.0% |
| All | +428.5% | +402.3% | +26.3% | +212.0% |
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 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