+400.4%
ALAB vs RIG
-2.0%
+402.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.8% | +12.6% | +10.6% |
| 7D | +7.2% | +0.9% | +6.4% | +6.6% |
| 30D | -2.5% | +13.8% | -16.3% | -7.2% |
| 3M | -13.3% | -6.4% | -6.9% | -12.1% |
| 6M | +172.8% | -8.2% | +181.0% | +171.3% |
| YTD | +86.6% | +41.6% | +44.9% | +51.2% |
| 1Y | +65.2% | +88.7% | -23.6% | +17.1% |
| All | +400.4% | -2.0% | +402.4% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling