+123.4%
AS vs RGEN
-11.9%
+135.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | +3.9% | -5.8% | +9.7% | +5.6% |
| 3M | -9.6% | +0.2% | -9.8% | -10.7% |
| 6M | -8.7% | +56.8% | -65.4% | -23.2% |
| YTD | -19.8% | +2.4% | -22.2% | -22.8% |
| 1Y | -1.5% | +11.4% | -13.0% | -7.8% |
| All | +123.4% | -11.9% | +135.4% | +124.3% |
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