+76.6%
AME vs RGEN
-34.8%
+111.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +3.7% |
| 7D | -1.5% | +3.5% | -5.0% | -2.0% |
| 30D | -4.2% | +2.9% | -7.1% | -4.6% |
| 3M | -5.9% | +9.2% | -15.1% | -7.6% |
| 6M | +2.8% | +44.9% | -42.1% | -4.1% |
| YTD | +16.6% | +9.2% | +7.4% | +13.5% |
| 1Y | +22.1% | +25.3% | -3.2% | +16.1% |
| 3Y | +64.7% | +21.7% | +42.9% | +51.9% |
| 5Y | +76.6% | -34.5% | +111.1% | +59.3% |
| All | +76.6% | -34.8% | +111.4% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling