+685.3%
AU vs RGEN
-44.2%
+729.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -7.0% | -2.9% | -4.1% | -6.5% |
| 30D | +7.3% | -0.1% | +7.3% | +7.4% |
| 3M | +33.2% | +25.9% | +7.3% | +28.4% |
| 6M | -0.6% | +35.2% | -35.8% | -5.5% |
| YTD | +26.2% | +0.5% | +25.7% | +25.0% |
| 1Y | +68.3% | +37.0% | +31.3% | +60.6% |
| 3Y | +592.1% | +2.0% | +590.1% | +565.8% |
| 5Y | +685.3% | -44.2% | +729.4% | +661.4% |
| All | +685.3% | -44.2% | +729.5% | +661.4% |
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 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