+11.2%
AR vs RGEN
+20.5%
-9.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -5.8% | -2.4% | -3.4% | -6.0% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | +1.5% | +6.6% | -5.1% | +2.0% |
| 6M | +4.7% | +40.9% | -36.2% | +7.2% |
| YTD | +9.2% | +6.2% | +3.0% | +18.5% |
| 1Y | +11.2% | +19.4% | -8.3% | +16.0% |
| All | +11.2% | +20.5% | -9.3% | +16.0% |
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