+19,070.1%
AME vs RGEN
+1,626.2%
+17,443.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +1.1% | -3.1% | +4.2% | +1.2% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | -6.3% | +4.8% | -11.1% | -6.6% |
| 6M | +3.5% | +48.9% | -45.4% | +1.6% |
| YTD | +17.3% | +5.3% | +11.9% | +16.6% |
| 1Y | +22.0% | +12.5% | +9.5% | +21.0% |
| 3Y | +62.0% | +17.0% | +45.0% | +59.2% |
| 5Y | +78.5% | -35.4% | +113.8% | +77.8% |
| 10Y | +441.6% | +434.6% | +7.0% | +399.8% |
| All | +19,070.1% | +1,626.2% | +17,443.9% | +13,958.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling