-18.5%
AMRZ vs RGEN
+45.8%
-64.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.5% |
| 7D | +1.2% | -1.9% | +3.1% | +1.5% |
| 30D | +15.1% | +3.7% | +11.3% | +13.7% |
| 3M | -18.1% | +8.8% | -26.9% | -20.6% |
| 6M | -23.5% | +38.0% | -61.4% | -30.4% |
| YTD | -21.6% | +5.9% | -27.5% | -25.3% |
| 1Y | -14.7% | +19.7% | -34.4% | -20.5% |
| All | -18.5% | +45.8% | -64.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling