-62.1%
ALB vs RGEN
-35.1%
-27.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.1% |
| 7D | +9.1% | -1.9% | +11.0% | +9.6% |
| 30D | -3.4% | +3.7% | -7.2% | -5.1% |
| 3M | -20.6% | +8.8% | -29.4% | -23.9% |
| 6M | -48.2% | +38.0% | -86.1% | -55.1% |
| YTD | -29.2% | +5.9% | -35.1% | -32.8% |
| 1Y | +10.0% | +19.7% | -9.7% | -0.4% |
| 3Y | -12.9% | +20.5% | -33.4% | -24.5% |
| All | -62.1% | -35.1% | -27.0% | -65.9% |
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