+384.5%
ALAB vs RNG
+97.4%
+287.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +9.6% | -4.1% | +13.7% | +10.4% |
| 30D | -5.3% | +8.6% | -13.9% | -7.0% |
| 3M | -12.0% | +78.0% | -90.0% | -24.8% |
| 6M | +145.7% | +67.0% | +78.7% | +108.6% |
| YTD | +80.7% | +142.4% | -61.8% | +25.1% |
| 1Y | +40.1% | +120.4% | -80.3% | +1.3% |
| All | +384.5% | +97.4% | +287.1% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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