+296.4%
ARM vs RGEN
+4.4%
+292.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +5.5% | -4.9% | +10.4% | +7.3% |
| 30D | -8.2% | +5.7% | -13.9% | -10.1% |
| 3M | -35.9% | +32.4% | -68.4% | -43.1% |
| 6M | +103.1% | +33.2% | +69.9% | +77.8% |
| YTD | +130.6% | +2.3% | +128.3% | +123.4% |
| 1Y | +86.1% | +39.0% | +47.1% | +59.0% |
| All | +296.4% | +4.4% | +292.0% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling