+6,246.9%
APD vs RGEN
+1,626.2%
+4,620.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.2% | -3.1% | +2.0% | -1.0% |
| 30D | +11.0% | +0.1% | +11.0% | +11.0% |
| 3M | +2.6% | +4.8% | -2.2% | +2.3% |
| 6M | +4.8% | +48.9% | -44.1% | +2.9% |
| YTD | +31.0% | +5.3% | +25.6% | +30.2% |
| 1Y | +23.4% | +12.5% | +10.9% | +22.3% |
| 3Y | +28.4% | +17.0% | +11.4% | +26.0% |
| 5Y | +15.2% | -35.4% | +50.6% | +14.6% |
| 10Y | +190.7% | +434.6% | -243.9% | +167.6% |
| All | +6,246.9% | +1,626.2% | +4,620.7% | +4,818.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling