+257.6%
ALAB vs SPGI
+20.4%
+237.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.5% |
| 7D | +16.3% | +1.2% | +15.1% | +16.5% |
| 30D | -26.1% | +15.9% | -42.0% | -24.9% |
| 3M | -31.3% | +12.3% | -43.6% | -30.2% |
| 6M | -1.0% | +23.7% | -24.7% | -0.2% |
| YTD | +33.3% | -3.5% | +36.9% | +40.7% |
| 1Y | +53.5% | +0.4% | +53.1% | +59.0% |
| All | +257.6% | +20.4% | +237.2% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling