+26.8%
AME vs RGEN
+37.5%
-10.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | +1.3% | -4.6% | +5.9% | +1.9% |
| 30D | -6.6% | +1.2% | -7.7% | -6.7% |
| 3M | +3.0% | +26.8% | -23.9% | -0.3% |
| 6M | +5.3% | +29.1% | -23.8% | +1.0% |
| YTD | +15.4% | +0.7% | +14.7% | +14.3% |
| 1Y | +26.8% | +39.1% | -12.2% | +22.6% |
| All | +26.8% | +37.5% | -10.7% | +22.6% |
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