+856.6%
RSG vs ALM
+3,551.9%
-2,695.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 6M | +25.0% | -57.9% | +82.9% | +25.1% |
| YTD | +20.8% | -6.7% | +27.5% | +20.7% |
| 1Y | +24.3% | +20.2% | +4.1% | +24.1% |
| 3Y | +65.3% | +879.4% | -814.2% | +64.3% |
| 5Y | +99.1% | +415.3% | -316.2% | +98.0% |
| 10Y | +452.4% | +2,100.8% | -1,648.4% | +447.0% |
| All | +856.6% | +3,551.9% | -2,695.3% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling