+400.4%
ALAB vs SPGI
+12.7%
+387.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.3% | +9.6% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | -2.5% | +8.4% | -10.9% | -1.9% |
| 3M | -13.3% | +11.8% | -25.1% | -12.9% |
| 6M | +172.8% | +5.7% | +167.1% | +177.1% |
| YTD | +86.6% | -9.7% | +96.3% | +94.7% |
| 1Y | +65.2% | -12.5% | +77.6% | +75.6% |
| All | +400.4% | +12.7% | +387.7% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling