-29.5%
ALB vs RGEN
+0.8%
-30.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.0% |
| 7D | -8.1% | -4.9% | -3.1% | -6.5% |
| 30D | +6.3% | +5.7% | +0.6% | +4.0% |
| 3M | -23.6% | +32.4% | -56.0% | -32.0% |
| 6M | -24.6% | +33.2% | -57.8% | -34.1% |
| YTD | -10.3% | +2.3% | -12.6% | -12.5% |
| 1Y | +61.5% | +39.0% | +22.5% | +38.1% |
| All | -29.5% | +0.8% | -30.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling