+40.6%
ALB vs RGEN
+411.3%
-370.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.1% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -2.9% | -5.1% | +2.2% | -1.7% |
| 3M | -25.8% | +0.5% | -26.3% | -26.8% |
| 6M | -53.6% | +46.6% | -100.2% | -60.0% |
| YTD | -32.4% | +1.6% | -34.0% | -34.8% |
| 1Y | -13.0% | +5.4% | -18.4% | -17.3% |
| 3Y | -15.0% | +12.8% | -27.8% | -23.7% |
| 5Y | -63.5% | -35.6% | -27.9% | -63.9% |
| All | +40.6% | +411.3% | -370.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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