+412.7%
RGEN vs ALM
+3,082.3%
-2,669.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.1% | -1.9% |
| 7D | -4.6% | +3.6% | -8.2% | -4.7% |
| 30D | +1.2% | +33.8% | -32.6% | +0.3% |
| 3M | +26.8% | +14.8% | +12.1% | +25.9% |
| 6M | +29.1% | -7.0% | +36.0% | +28.5% |
| YTD | +0.7% | +108.1% | -107.3% | -1.9% |
| 1Y | +39.1% | +313.8% | -274.7% | +32.5% |
| 3Y | +2.2% | +2,227.6% | -2,225.4% | -7.5% |
| 5Y | -44.0% | +956.6% | -1,000.6% | -48.7% |
| 10Y | +412.7% | +3,082.3% | -2,669.6% | +353.1% |
| All | +412.7% | +3,082.3% | -2,669.6% | +353.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling