+65.2%
ALAB vs SPGI
-12.7%
+77.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.3% | +9.0% |
| 7D | +7.2% | +0.1% | +7.1% | +7.3% |
| 30D | -2.5% | +8.4% | -10.9% | +1.6% |
| 3M | -13.3% | +11.8% | -25.1% | -7.1% |
| 6M | +172.8% | +5.7% | +167.1% | +191.0% |
| YTD | +86.6% | -9.7% | +96.3% | +88.0% |
| 1Y | +65.2% | -12.5% | +77.6% | +78.6% |
| All | +65.2% | -12.7% | +77.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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