-34.9%
AUR vs RGEN
-8.9%
-26.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | +19.2% | -0.9% | +20.1% | +19.7% |
| 30D | -7.8% | +2.8% | -10.6% | -9.3% |
| 3M | +4.0% | +34.5% | -30.5% | -12.2% |
| 6M | +45.0% | +40.5% | +4.5% | +18.3% |
| YTD | +69.5% | +2.8% | +66.7% | +62.2% |
| 1Y | +13.0% | +39.6% | -26.6% | -9.3% |
| 3Y | +90.4% | +4.4% | +85.9% | +66.7% |
| 5Y | -34.2% | -42.8% | +8.6% | -32.5% |
| All | -34.9% | -8.9% | -26.0% | -34.0% |
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