-46.3%
ALB vs RSG
+89.5%
-135.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -7.6% | -1.8% | -5.8% | -7.1% |
| 30D | -5.6% | +2.8% | -8.4% | -6.4% |
| 3M | -16.8% | +4.3% | -21.1% | -18.2% |
| 6M | -26.3% | -0.5% | -25.8% | -26.4% |
| YTD | -13.2% | +5.2% | -18.5% | -15.5% |
| 1Y | +68.8% | -2.1% | +70.9% | +69.3% |
| 3Y | -30.7% | +56.5% | -87.2% | -47.2% |
| 5Y | -46.3% | +89.5% | -135.8% | -65.0% |
| All | -46.3% | +89.5% | -135.8% | -65.0% |
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