+40.1%
ALAB vs DD
+33.7%
+6.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.3% |
| 7D | +9.6% | -3.8% | +13.4% | +11.6% |
| 30D | -5.3% | -9.2% | +4.0% | -0.8% |
| 3M | -12.0% | -9.0% | -3.1% | -8.2% |
| 6M | +145.7% | -5.0% | +150.7% | +150.7% |
| YTD | +80.7% | +7.4% | +73.3% | +71.4% |
| 1Y | +40.1% | +35.1% | +5.0% | +23.2% |
| All | +40.1% | +33.7% | +6.5% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling