+44.3%
AR vs RGEN
+402.3%
-358.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -1.2% | -4.6% | +3.4% | -0.6% |
| 30D | +5.5% | +1.2% | +4.4% | +5.2% |
| 3M | +12.9% | +26.8% | -14.0% | +8.6% |
| 6M | +0.1% | +29.1% | -29.0% | -4.6% |
| YTD | +13.5% | +0.7% | +12.8% | +12.2% |
| 1Y | +21.6% | +39.1% | -17.5% | +14.2% |
| 3Y | +46.0% | +2.2% | +43.7% | +38.6% |
| 5Y | +143.7% | -44.0% | +187.7% | +141.8% |
| 10Y | +44.3% | +412.7% | -368.4% | -11.4% |
| All | +44.3% | +402.3% | -358.0% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling