+4,716.1%
RGEN vs ACM
+230.8%
+4,485.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.9% | -3.7% | -1.2% | -3.6% |
| 30D | +5.7% | -11.1% | +16.8% | +9.6% |
| 3M | +32.4% | -8.0% | +40.4% | +35.4% |
| 6M | +33.2% | -29.7% | +62.8% | +49.6% |
| YTD | +2.3% | -29.4% | +31.7% | +14.3% |
| 1Y | +39.0% | -46.4% | +85.4% | +70.5% |
| 3Y | -4.6% | -22.3% | +17.7% | +2.9% |
| 5Y | -42.7% | +4.5% | -47.2% | -43.5% |
| 10Y | +433.6% | +127.6% | +305.9% | +286.8% |
| All | +4,716.1% | +230.8% | +4,485.3% | +2,713.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling