+207.4%
ALAB vs RIG
-12.2%
+219.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.5% | +5.4% |
| 7D | -26.3% | -24.5% | -1.8% | -19.3% |
| 30D | -50.1% | -2.8% | -47.3% | -49.6% |
| 3M | -42.5% | +1.6% | -44.0% | -43.5% |
| 6M | -10.8% | -15.9% | +5.0% | -8.0% |
| YTD | +14.6% | +26.9% | -12.2% | -4.2% |
| 1Y | +17.1% | +34.4% | -17.2% | -4.2% |
| All | +207.4% | -12.2% | +219.7% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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