+400.4%
ALAB vs RNG
+108.1%
+292.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.9% | +13.6% | +10.5% |
| 7D | +7.2% | +5.8% | +1.5% | +5.9% |
| 30D | -2.5% | +19.6% | -22.1% | -6.2% |
| 3M | -13.3% | +67.0% | -80.3% | -23.9% |
| 6M | +172.8% | +88.4% | +84.5% | +123.1% |
| YTD | +86.6% | +155.5% | -68.9% | +27.9% |
| 1Y | +65.2% | +141.7% | -76.5% | +15.5% |
| All | +400.4% | +108.1% | +292.3% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling