-0.4%
RGEN vs ALM
+2,118.4%
-2,118.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -4.9% | -2.6% | -2.3% | -4.8% |
| 30D | +5.7% | +32.0% | -26.3% | +4.4% |
| 3M | +32.4% | -15.0% | +47.5% | +32.8% |
| 6M | +33.2% | -10.1% | +43.3% | +32.7% |
| YTD | +2.3% | +99.4% | -97.2% | -1.2% |
| 1Y | +39.0% | +316.4% | -277.4% | +29.7% |
| All | -0.4% | +2,118.4% | -2,118.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling