+4.8%
RGEN vs ADVB
-96.8%
+101.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.3% | +1.0% |
| 7D | -3.3% | +27.8% | -31.1% | -3.8% |
| 30D | -5.8% | -50.8% | +44.9% | -5.2% |
| 3M | +0.2% | -70.5% | +70.7% | +1.5% |
| 6M | +56.8% | -46.7% | +103.5% | +50.7% |
| YTD | +2.4% | -56.7% | +59.1% | -1.6% |
| 1Y | +11.4% | -71.8% | +83.2% | +10.6% |
| All | +4.8% | -96.8% | +101.6% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling