+18,959.7%
AME vs RGEN
+1,639.8%
+17,319.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -4.1% | -2.4% | -1.7% | -4.0% |
| 30D | -4.1% | +0.1% | -4.2% | -4.1% |
| 3M | -5.6% | +6.6% | -12.2% | -6.0% |
| 6M | +2.8% | +40.9% | -38.1% | +1.1% |
| YTD | +16.6% | +6.2% | +10.4% | +15.9% |
| 1Y | +21.1% | +19.4% | +1.6% | +19.7% |
| 3Y | +61.1% | +17.9% | +43.2% | +58.2% |
| 5Y | +76.6% | -34.0% | +110.6% | +75.8% |
| 10Y | +431.3% | +453.9% | -22.6% | +389.7% |
| All | +18,959.7% | +1,639.8% | +17,319.9% | +13,872.7% |
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