+739.4%
RSG vs ALM
+7,705.7%
-6,966.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | +7.6% | +32.0% | -24.4% | +7.5% |
| 3M | +7.4% | -15.0% | +22.5% | +7.4% |
| 6M | -3.3% | -10.1% | +6.9% | -3.3% |
| YTD | +6.0% | +99.4% | -93.4% | +5.8% |
| 1Y | -3.7% | +316.4% | -320.0% | -4.0% |
| 3Y | +59.1% | +2,022.0% | -1,962.9% | +58.0% |
| 5Y | +89.0% | +941.2% | -852.2% | +87.9% |
| 10Y | +412.5% | +2,950.3% | -2,537.8% | +407.4% |
| All | +739.4% | +7,705.7% | -6,966.4% | +719.4% |
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