+206.9%
RGEN vs ALC
+30.3%
+176.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -1.9% |
| 7D | -2.4% | +2.3% | -4.7% | -4.0% |
| 30D | +0.1% | +15.5% | -15.5% | -9.1% |
| 3M | +6.6% | +0.6% | +6.0% | +5.6% |
| 6M | +40.9% | +18.4% | +22.5% | +25.7% |
| YTD | +6.2% | -5.6% | +11.7% | +8.5% |
| 1Y | +19.4% | 0.0% | +19.4% | +17.7% |
| 3Y | +17.9% | +2.8% | +15.1% | +13.1% |
| 5Y | -34.0% | -8.8% | -25.2% | -33.2% |
| All | +206.9% | +30.3% | +176.6% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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