-63.4%
ALB vs GEN
+33.3%
-96.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.2% |
| 7D | -5.8% | +2.0% | -7.8% | -6.4% |
| 30D | -4.5% | +27.7% | -32.3% | -12.7% |
| 3M | -28.1% | +3.3% | -31.3% | -29.6% |
| 6M | -53.2% | +31.8% | -85.0% | -58.8% |
| YTD | -33.3% | +13.5% | -46.8% | -37.9% |
| 1Y | -17.4% | +16.0% | -33.5% | -23.9% |
| 3Y | -14.1% | +70.6% | -84.7% | -31.5% |
| All | -63.4% | +33.3% | -96.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling