+21.3%
RGEN vs ALM
+44.8%
-23.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -3.5% | -6.4% | +2.9% | -3.1% |
| 30D | -6.0% | -35.0% | +29.0% | -3.5% |
| 3M | +19.0% | -33.8% | +52.8% | +21.9% |
| 6M | +50.7% | -55.0% | +105.8% | +57.1% |
| YTD | +8.8% | -0.2% | +9.0% | +8.4% |
| 1Y | +21.3% | +41.8% | -20.5% | +22.0% |
| All | +21.3% | +44.8% | -23.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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