-34.5%
RGEN vs ACM
+3.6%
-38.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | 0.0% |
| 7D | +3.5% | +6.9% | -3.4% | -0.6% |
| 30D | +2.9% | +19.1% | -16.1% | -7.6% |
| 3M | +9.2% | -6.9% | +16.1% | +12.7% |
| 6M | +44.9% | -12.0% | +57.0% | +53.9% |
| YTD | +9.2% | -25.1% | +34.3% | +28.5% |
| 1Y | +25.3% | -45.4% | +70.7% | +85.4% |
| 3Y | +21.7% | -6.9% | +28.6% | +13.3% |
| 5Y | -34.5% | +3.7% | -38.2% | -43.5% |
| All | -34.5% | +3.6% | -38.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling