+6.1%
AS vs RGEN
+19.4%
-13.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.3% |
| 7D | +6.9% | -1.9% | +8.9% | +7.4% |
| 30D | +16.0% | +3.7% | +12.2% | +14.5% |
| 3M | -12.8% | +8.8% | -21.7% | -16.3% |
| 6M | -15.4% | +38.0% | -53.3% | -25.6% |
| YTD | -15.7% | +5.9% | -21.6% | -19.7% |
| 1Y | +6.1% | +19.7% | -13.6% | -5.2% |
| All | +6.1% | +19.4% | -13.3% | -5.2% |
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 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