+23.5%
ALAB vs RSG
-2.0%
+25.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -6.4% |
| 7D | +0.6% | -1.8% | +2.4% | -2.6% |
| 30D | -8.8% | +2.8% | -11.6% | -3.8% |
| 3M | -14.0% | +4.3% | -18.3% | -3.5% |
| 6M | +144.3% | -0.5% | +144.8% | +165.9% |
| YTD | +71.0% | +5.2% | +65.8% | +103.7% |
| 1Y | +23.5% | -2.1% | +25.6% | +31.8% |
| All | +23.5% | -2.0% | +25.5% | +31.8% |
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