+315.5%
ARM vs RGEN
+2.8%
+312.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | +12.5% | -4.6% | +17.1% | +14.3% |
| 30D | -1.4% | +1.2% | -2.5% | -1.9% |
| 3M | -18.7% | +26.8% | -45.5% | -26.6% |
| 6M | +124.6% | +29.1% | +95.6% | +98.9% |
| YTD | +141.7% | +0.7% | +141.0% | +135.4% |
| 1Y | +87.7% | +39.1% | +48.6% | +60.3% |
| All | +315.5% | +2.8% | +312.7% | +286.2% |
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