+2,149.1%
AMP vs RGEN
+4,472.0%
-2,323.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | 0.0% | -4.6% | +4.6% | +1.0% |
| 30D | -1.0% | +1.2% | -2.2% | -1.4% |
| 3M | +23.2% | +26.8% | -3.6% | +16.4% |
| 6M | +20.4% | +29.1% | -8.7% | +12.5% |
| YTD | +13.6% | +0.7% | +12.9% | +11.8% |
| 1Y | +13.4% | +39.1% | -25.7% | +3.4% |
| 3Y | +66.5% | +2.2% | +64.2% | +54.2% |
| 5Y | +120.2% | -44.0% | +164.2% | +121.6% |
| 10Y | +576.5% | +412.7% | +163.8% | +293.0% |
| All | +2,149.1% | +4,472.0% | -2,323.0% | +532.7% |
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