+412.7%
RGEN vs ACM
+124.8%
+288.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.7% |
| 7D | -4.6% | -3.7% | -0.9% | -3.0% |
| 30D | +1.2% | -12.7% | +13.8% | +6.6% |
| 3M | +26.8% | -9.8% | +36.6% | +31.4% |
| 6M | +29.1% | -31.4% | +60.5% | +50.8% |
| YTD | +0.7% | -32.1% | +32.8% | +17.5% |
| 1Y | +39.1% | -47.8% | +86.9% | +81.5% |
| 3Y | +2.2% | -22.1% | +24.3% | +11.7% |
| 5Y | -44.0% | +1.8% | -45.8% | -44.3% |
| 10Y | +412.7% | +132.5% | +280.2% | +231.7% |
| All | +412.7% | +124.8% | +288.0% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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