-32.3%
AMT vs RGEN
-42.7%
+10.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +1.8% | +2.8% | -1.0% | +1.4% |
| 3M | -6.2% | +34.5% | -40.7% | -10.0% |
| 6M | -5.0% | +40.5% | -45.4% | -9.7% |
| YTD | +2.1% | +2.8% | -0.8% | +0.8% |
| 1Y | -5.7% | +39.6% | -45.4% | -11.0% |
| 3Y | +7.9% | +4.4% | +3.5% | +2.1% |
| 5Y | -32.3% | -42.8% | +10.4% | -34.1% |
| All | -32.3% | -42.7% | +10.4% | -34.1% |
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