+2,093.7%
RGEN vs ALM
+7,705.7%
-5,612.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -4.9% | -2.6% | -2.3% | -4.9% |
| 30D | +5.7% | +32.0% | -26.3% | +5.6% |
| 3M | +32.4% | -15.0% | +47.5% | +32.5% |
| 6M | +33.2% | -10.1% | +43.3% | +33.1% |
| YTD | +2.3% | +99.4% | -97.2% | +2.0% |
| 1Y | +39.0% | +316.4% | -277.4% | +38.2% |
| 3Y | -4.6% | +2,022.0% | -2,026.6% | -5.7% |
| 5Y | -42.7% | +941.2% | -983.9% | -43.3% |
| 10Y | +433.6% | +2,950.3% | -2,516.8% | +426.0% |
| All | +2,093.7% | +7,705.7% | -5,612.0% | +2,054.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling