+86.1%
ARM vs RGEN
+45.2%
+40.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.2% |
| 7D | +5.5% | -4.9% | +10.4% | +6.8% |
| 30D | -8.2% | +5.7% | -13.9% | -9.5% |
| 3M | -35.9% | +32.4% | -68.4% | -41.7% |
| 6M | +103.1% | +33.2% | +69.9% | +78.9% |
| YTD | +130.6% | +2.3% | +128.3% | +125.7% |
| 1Y | +86.1% | +39.0% | +47.1% | +62.0% |
| All | +86.1% | +45.2% | +40.9% | +62.0% |
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