+47.8%
AR vs RGEN
+0.8%
+47.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +2.5% | -4.9% | +7.4% | +2.9% |
| 30D | +14.8% | +5.7% | +9.1% | +14.0% |
| 3M | +6.2% | +32.4% | -26.2% | +2.6% |
| 6M | +4.3% | +33.2% | -28.9% | +0.1% |
| YTD | +14.4% | +2.3% | +12.1% | +14.1% |
| 1Y | +21.3% | +39.0% | -17.7% | +15.6% |
| All | +47.8% | +0.8% | +47.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling