+2,177.2%
RGEN vs ALM
+3,516.3%
-1,339.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.2% | +4.5% | -2.7% |
| 7D | -2.4% | -6.3% | +3.9% | -2.4% |
| 30D | +0.1% | -31.4% | +31.5% | +0.2% |
| 3M | +6.6% | -40.6% | +47.2% | +6.8% |
| 6M | +40.9% | -58.6% | +99.6% | +41.3% |
| YTD | +6.2% | -7.6% | +13.8% | +6.1% |
| 1Y | +19.4% | +13.8% | +5.6% | +19.3% |
| 3Y | +17.9% | +842.1% | -824.2% | +16.9% |
| 5Y | -34.0% | +407.4% | -441.4% | -34.5% |
| 10Y | +453.9% | +2,079.4% | -1,625.5% | +447.1% |
| All | +2,177.2% | +3,516.3% | -1,339.1% | +2,142.2% |
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