+142.2%
AS vs RGEN
-6.1%
+148.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.2% |
| 7D | +5.8% | +3.5% | +2.4% | +4.7% |
| 30D | +15.4% | +2.9% | +12.4% | +14.0% |
| 3M | -11.9% | +9.2% | -21.1% | -15.3% |
| 6M | -9.9% | +44.9% | -54.8% | -22.0% |
| YTD | -13.1% | +9.2% | -22.3% | -17.9% |
| 1Y | +9.9% | +25.3% | -15.4% | -0.9% |
| All | +142.2% | -6.1% | +148.3% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling