+58.7%
ALB vs RSG
-1.5%
+60.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.5% | -3.4% |
| 7D | -6.9% | 0.0% | -7.0% | -6.9% |
| 30D | -8.4% | +4.0% | -12.4% | -6.8% |
| 3M | -25.9% | +7.4% | -33.3% | -23.3% |
| 6M | -29.7% | +0.1% | -29.8% | -28.1% |
| YTD | -16.5% | +6.0% | -22.5% | -11.9% |
| 1Y | +58.7% | -3.0% | +61.7% | +53.1% |
| All | +58.7% | -1.5% | +60.2% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling