+24.5%
ALAB vs SPGI
+3.2%
+21.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -2.4% |
| 7D | -24.9% | +7.2% | -32.1% | -21.5% |
| 30D | -38.4% | +23.2% | -61.6% | -30.6% |
| 3M | -38.3% | +17.0% | -55.3% | -31.9% |
| 6M | +10.9% | +20.4% | -9.5% | +26.8% |
| YTD | +34.2% | -1.9% | +36.1% | +43.6% |
| 1Y | +24.5% | +2.9% | +21.6% | +29.4% |
| All | +24.5% | +3.2% | +21.3% | +29.4% |
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