+1,665.7%
ALB vs RSG
+2,015.2%
-349.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -4.0% |
| 7D | -8.1% | +0.3% | -8.3% | -8.2% |
| 30D | +6.3% | +7.6% | -1.3% | +3.4% |
| 3M | -23.6% | +7.4% | -31.0% | -26.0% |
| 6M | -24.6% | -3.3% | -21.3% | -24.4% |
| YTD | -10.3% | +6.0% | -16.3% | -13.3% |
| 1Y | +61.5% | -3.7% | +65.1% | +61.4% |
| 3Y | -34.0% | +59.1% | -93.1% | -46.3% |
| 5Y | -44.6% | +89.0% | -133.6% | -58.0% |
| 10Y | +76.1% | +412.5% | -336.4% | -7.0% |
| All | +1,665.7% | +2,015.2% | -349.5% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling