+448.0%
RSG vs ALM
+2,100.8%
-1,652.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | +12.7% | -19.3% | +32.1% | +12.7% |
| 3M | +17.9% | -40.6% | +58.6% | +17.8% |
| 6M | +25.0% | -57.9% | +82.9% | +24.9% |
| YTD | +20.8% | -6.7% | +27.5% | +20.3% |
| 1Y | +24.3% | +20.2% | +4.1% | +23.6% |
| 3Y | +65.3% | +879.4% | -814.2% | +63.4% |
| 5Y | +99.1% | +415.3% | -316.2% | +97.0% |
| All | +448.0% | +2,100.8% | -1,652.8% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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