+185.4%
ARM vs RGEN
+8.4%
+177.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.6% |
| 7D | -10.4% | -2.4% | -8.0% | -9.3% |
| 30D | -31.8% | +0.1% | -31.9% | -31.5% |
| 3M | -32.2% | +6.6% | -38.9% | -33.9% |
| 6M | -14.9% | +40.9% | -55.8% | -26.4% |
| YTD | +66.0% | +6.2% | +59.9% | +58.6% |
| 1Y | +17.2% | +19.4% | -2.2% | +6.5% |
| 3Y | +247.2% | +17.9% | +229.3% | +213.9% |
| All | +185.4% | +8.4% | +177.0% | +160.1% |
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