+120.4%
AS vs RGEN
-12.0%
+132.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | -4.9% | -4.9% | 0.0% | -3.4% |
| 30D | -19.6% | +5.7% | -25.3% | -21.3% |
| 3M | -14.4% | +32.4% | -46.8% | -22.8% |
| 6M | -20.1% | +33.2% | -53.3% | -28.7% |
| YTD | -20.9% | +2.3% | -23.2% | -23.1% |
| 1Y | -21.9% | +39.0% | -60.9% | -32.2% |
| All | +120.4% | -12.0% | +132.4% | +123.3% |
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 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