-9.0%
AUR vs RGEN
+19.5%
-28.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -19.8% | -3.5% | -16.3% | -19.3% |
| 30D | -29.0% | -6.0% | -23.1% | -28.2% |
| 3M | -43.6% | +19.0% | -62.5% | -46.5% |
| 6M | -36.6% | +50.7% | -87.4% | -45.7% |
| YTD | +6.3% | +8.8% | -2.5% | +6.0% |
| 1Y | -9.0% | +21.3% | -30.3% | -12.8% |
| All | -9.0% | +19.5% | -28.6% | -12.8% |
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