-20.3%
AMT vs RGEN
-35.1%
+14.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.0% |
| 7D | +0.5% | -1.9% | +2.5% | +0.7% |
| 30D | +13.6% | +3.7% | +9.9% | +12.9% |
| 3M | +11.5% | +8.8% | +2.7% | +9.9% |
| 6M | +6.9% | +38.0% | -31.0% | +1.9% |
| YTD | +10.8% | +5.9% | +4.9% | +8.7% |
| 1Y | +10.3% | +19.7% | -9.3% | +6.4% |
| 3Y | +12.4% | +20.5% | -8.1% | +3.7% |
| All | -20.3% | -35.1% | +14.8% | -23.4% |
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