+174.6%
ARM vs RGEN
+8.1%
+166.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.8% | +3.7% |
| 7D | -15.2% | -1.9% | -13.3% | -14.4% |
| 30D | -40.7% | +3.7% | -44.4% | -41.2% |
| 3M | -39.1% | +8.8% | -47.9% | -41.1% |
| 6M | -26.4% | +38.0% | -64.4% | -35.9% |
| YTD | +59.7% | +5.9% | +53.9% | +52.6% |
| 1Y | +10.3% | +19.7% | -9.3% | +0.2% |
| 3Y | +228.9% | +20.5% | +208.3% | +195.8% |
| All | +174.6% | +8.1% | +166.5% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling