+19.4%
RGEN vs ADVB
-73.6%
+93.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -2.8% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | +0.1% | -60.3% | +60.3% | -0.8% |
| 3M | +6.6% | -73.3% | +79.9% | +5.3% |
| 6M | +40.9% | -65.9% | +106.8% | +37.3% |
| YTD | +6.2% | -63.9% | +70.0% | +4.9% |
| 1Y | +19.4% | -74.1% | +93.6% | +24.3% |
| All | +19.4% | -73.6% | +93.1% | +24.3% |
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