+2,254.7%
ALB vs RGEN
+2,569.1%
-314.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.7% |
| 7D | +9.1% | -1.9% | +11.0% | +9.2% |
| 30D | -3.4% | +3.7% | -7.2% | -3.7% |
| 3M | -20.6% | +8.8% | -29.4% | -21.2% |
| 6M | -48.2% | +38.0% | -86.1% | -49.5% |
| YTD | -29.2% | +5.9% | -35.1% | -29.9% |
| 1Y | +10.0% | +19.7% | -9.7% | +8.0% |
| 3Y | -12.9% | +20.5% | -33.4% | -14.8% |
| 5Y | -61.3% | -35.0% | -26.3% | -61.1% |
| 10Y | +35.8% | +540.9% | -505.1% | +22.2% |
| All | +2,254.7% | +2,569.1% | -314.4% | +1,738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling