+2,152.2%
ALB vs RGEN
+2,576.6%
-424.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.5% | -4.0% |
| 7D | +5.3% | -2.4% | +7.7% | +5.4% |
| 30D | -6.3% | +0.1% | -6.3% | -6.3% |
| 3M | -27.4% | +6.6% | -34.0% | -27.9% |
| 6M | -53.1% | +40.9% | -94.0% | -54.4% |
| YTD | -32.3% | +6.2% | -38.5% | -33.0% |
| 1Y | -7.3% | +19.4% | -26.7% | -9.0% |
| 3Y | -14.9% | +17.9% | -32.8% | -16.7% |
| 5Y | -62.0% | -34.0% | -28.0% | -61.9% |
| 10Y | +33.0% | +453.9% | -420.9% | +20.4% |
| All | +2,152.2% | +2,576.6% | -424.4% | +1,658.0% |
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