-63.4%
ALB vs RSG
+99.6%
-162.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | +2.5% | -8.3% | -6.4% |
| 30D | -4.5% | +12.7% | -17.3% | -7.8% |
| 3M | -28.1% | +17.9% | -46.0% | -31.5% |
| 6M | -53.2% | +25.0% | -78.2% | -56.5% |
| YTD | -33.3% | +20.8% | -54.1% | -37.6% |
| 1Y | -17.4% | +24.3% | -41.7% | -23.8% |
| 3Y | -14.1% | +65.3% | -79.4% | -34.2% |
| All | -63.4% | +99.6% | -162.9% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling