+21.3%
RGEN vs ADVB
-76.7%
+97.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.1% |
| 7D | -3.5% | -29.5% | +26.0% | -3.8% |
| 30D | -6.0% | -66.9% | +60.9% | -6.9% |
| 3M | +19.0% | -73.7% | +92.7% | +17.7% |
| 6M | +50.7% | -64.8% | +115.5% | +46.9% |
| YTD | +8.8% | -64.0% | +72.8% | +7.4% |
| 1Y | +21.3% | -77.0% | +98.3% | +30.2% |
| All | +21.3% | -76.7% | +97.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling