+400.4%
ALAB vs DD
+49.4%
+351.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.5% |
| 7D | +7.2% | -3.5% | +10.7% | +9.9% |
| 30D | -2.5% | -10.3% | +7.8% | +4.8% |
| 3M | -13.3% | -7.5% | -5.8% | -8.7% |
| 6M | +172.8% | -8.0% | +180.8% | +186.8% |
| YTD | +86.6% | +10.5% | +76.1% | +68.7% |
| 1Y | +65.2% | +38.3% | +26.9% | +25.5% |
| All | +400.4% | +49.4% | +351.0% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling