-18.1%
AMRZ vs RGEN
+46.2%
-64.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | +16.2% | +0.1% | +16.1% | +15.9% |
| 3M | -8.9% | +6.6% | -15.5% | -11.2% |
| 6M | -20.1% | +40.9% | -61.0% | -27.7% |
| YTD | -21.3% | +6.2% | -27.4% | -25.1% |
| 1Y | -12.6% | +19.4% | -32.1% | -18.5% |
| All | -18.1% | +46.2% | -64.3% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling