-43.9%
ALB vs RGEN
-42.4%
-1.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.0% |
| 7D | -8.1% | -4.9% | -3.1% | -6.6% |
| 30D | +6.3% | +5.7% | +0.6% | +4.0% |
| 3M | -23.6% | +32.4% | -56.0% | -31.7% |
| 6M | -24.6% | +33.2% | -57.8% | -33.8% |
| YTD | -10.3% | +2.3% | -12.6% | -12.9% |
| 1Y | +61.5% | +39.0% | +22.5% | +39.0% |
| 3Y | -34.0% | -4.6% | -29.3% | -37.8% |
| All | -43.9% | -42.4% | -1.5% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling