+10.2%
AMT vs RGEN
+20.5%
-10.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.9% |
| 7D | +1.6% | -2.4% | +4.1% | +1.8% |
| 30D | +4.5% | +0.1% | +4.4% | +4.3% |
| 3M | +13.8% | +6.6% | +7.2% | +12.9% |
| 6M | +10.0% | +40.9% | -30.9% | +6.7% |
| YTD | +11.8% | +6.2% | +5.6% | +9.7% |
| 1Y | +10.2% | +19.4% | -9.2% | +5.5% |
| All | +10.2% | +20.5% | -10.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling