-3.8%
RGEN vs ABCL
-79.6%
+75.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | +0.1% | -0.7% | +0.7% | -0.2% |
| 3M | +6.6% | +33.4% | -26.8% | -1.5% |
| 6M | +40.9% | +137.8% | -96.9% | +8.5% |
| YTD | +6.2% | +264.3% | -258.2% | -28.2% |
| 1Y | +19.4% | +209.2% | -189.7% | -15.9% |
| 3Y | +17.9% | +208.4% | -190.5% | -24.9% |
| 5Y | -34.0% | -11.9% | -22.1% | -46.3% |
| All | -3.8% | -79.6% | +75.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling