+365.7%
ALAB vs DD
+49.1%
+316.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.8% |
| 7D | +3.2% | -0.6% | +3.8% | +3.6% |
| 30D | -13.6% | -7.4% | -6.1% | -8.9% |
| 3M | -16.6% | -6.4% | -10.2% | -13.0% |
| 6M | +142.3% | -2.5% | +144.8% | +145.5% |
| YTD | +73.6% | +10.2% | +63.4% | +57.2% |
| 1Y | +33.7% | +36.9% | -3.3% | +2.3% |
| All | +365.7% | +49.1% | +316.6% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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