+272.3%
ALAB vs SPGI
+20.8%
+251.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.9% |
| 7D | +3.4% | -1.4% | +4.8% | +3.2% |
| 30D | -28.8% | +15.3% | -44.0% | -27.6% |
| 3M | -26.0% | +16.5% | -42.5% | -24.7% |
| 6M | +11.4% | +19.8% | -8.5% | +13.0% |
| YTD | +38.8% | -3.2% | +42.0% | +46.5% |
| 1Y | +37.8% | +1.8% | +36.0% | +42.0% |
| All | +272.3% | +20.8% | +251.5% | +293.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling