+7.8%
RGEN vs ADVB
-97.1%
+104.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | -0.9% |
| 7D | -3.1% | +10.5% | -13.6% | -3.3% |
| 30D | +0.1% | -56.0% | +56.1% | +1.0% |
| 3M | +4.8% | -70.1% | +74.9% | +6.2% |
| 6M | +48.9% | -53.7% | +102.6% | +43.9% |
| YTD | +5.3% | -60.3% | +65.6% | +1.5% |
| 1Y | +12.5% | -73.1% | +85.6% | +11.6% |
| All | +7.8% | -97.1% | +104.9% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling