+73.4%
ALB vs RSG
+428.9%
-355.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.5% | -4.2% |
| 7D | -6.9% | 0.0% | -7.0% | -7.0% |
| 30D | -8.4% | +4.0% | -12.4% | -10.4% |
| 3M | -25.9% | +7.4% | -33.3% | -29.2% |
| 6M | -29.7% | +0.1% | -29.8% | -30.7% |
| YTD | -16.5% | +6.0% | -22.5% | -20.7% |
| 1Y | +58.7% | -3.0% | +61.7% | +58.4% |
| 3Y | -34.0% | +56.5% | -90.5% | -53.6% |
| 5Y | -48.3% | +90.9% | -139.2% | -69.1% |
| All | +73.4% | +428.9% | -355.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling