+122.5%
AMP vs RGEN
-44.2%
+166.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | -1.3% | -0.3% | -1.0% | -1.4% |
| 3M | +24.2% | +23.9% | +0.3% | +18.9% |
| 6M | +24.6% | +38.5% | -14.0% | +16.2% |
| YTD | +14.8% | +0.8% | +14.0% | +13.4% |
| 1Y | +12.8% | +38.2% | -25.4% | +4.6% |
| 3Y | +69.0% | +1.3% | +67.7% | +59.8% |
| All | +122.5% | -44.2% | +166.7% | +104.0% |
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