-35.1%
AUR vs RGEN
-44.2%
+9.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +1.4% | -1.4% | +2.9% | +2.1% |
| 30D | -6.4% | -0.3% | -6.1% | -6.6% |
| 3M | +7.7% | +23.9% | -16.2% | -5.6% |
| 6M | +44.5% | +38.5% | +6.0% | +17.9% |
| YTD | +67.4% | +0.8% | +66.6% | +61.5% |
| 1Y | +15.4% | +38.2% | -22.8% | -7.7% |
| 3Y | +94.8% | +1.3% | +93.5% | +72.1% |
| All | -35.1% | -44.2% | +9.1% | -27.8% |
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 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