+65.2%
ALAB vs RSG
-3.6%
+68.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.1% | +10.8% | +7.8% |
| 7D | +7.2% | +0.3% | +7.0% | +8.0% |
| 30D | -2.5% | +7.6% | -10.1% | +11.6% |
| 3M | -13.3% | +7.4% | -20.7% | +2.1% |
| 6M | +172.8% | -3.3% | +176.1% | +189.9% |
| YTD | +86.6% | +6.0% | +80.6% | +126.3% |
| 1Y | +65.2% | -3.7% | +68.8% | +71.0% |
| All | +65.2% | -3.6% | +68.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling