+18,884.9%
AME vs RGEN
+1,576.0%
+17,308.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +0.6% | -4.9% | +5.5% | +0.8% |
| 30D | -6.7% | +5.7% | -12.4% | -6.9% |
| 3M | +4.1% | +32.4% | -28.4% | +2.7% |
| 6M | +1.6% | +33.2% | -31.6% | +0.1% |
| YTD | +16.1% | +2.3% | +13.9% | +15.7% |
| 1Y | +27.3% | +39.0% | -11.7% | +25.1% |
| 3Y | +50.9% | -4.6% | +55.5% | +49.3% |
| 5Y | +81.4% | -42.7% | +124.1% | +81.5% |
| 10Y | +417.0% | +433.6% | -16.6% | +377.3% |
| All | +18,884.9% | +1,576.0% | +17,308.9% | +13,847.9% |
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