+267.2%
ALAB vs RSG
+38.4%
+228.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | +0.2% |
| 7D | +26.9% | +1.4% | +25.5% | +28.9% |
| 30D | -30.0% | +15.0% | -45.0% | -17.8% |
| 3M | -28.5% | +18.5% | -47.0% | -13.3% |
| 6M | +11.4% | +25.8% | -14.4% | +42.8% |
| YTD | +36.9% | +20.8% | +16.1% | +74.1% |
| 1Y | +44.4% | +24.8% | +19.6% | +85.1% |
| All | +267.2% | +38.4% | +228.8% | +345.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling