+23.2%
AME vs RGEN
+9.1%
+14.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +8.1% | -1.2% | +9.3% | +8.3% |
| 30D | -3.8% | -5.1% | +1.3% | -2.9% |
| 3M | -6.6% | +0.5% | -7.1% | -6.8% |
| 6M | +4.6% | +46.6% | -42.0% | -2.3% |
| YTD | +17.9% | +1.6% | +16.3% | +20.3% |
| 1Y | +23.2% | +5.4% | +17.8% | +24.1% |
| All | +23.2% | +9.1% | +14.1% | +24.1% |
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