+249.6%
ALAB vs DD
+76.1%
+173.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.9% | +7.8% | +9.5% |
| 7D | -5.6% | +9.8% | -15.4% | -10.9% |
| 30D | -36.6% | +19.3% | -56.0% | -43.6% |
| 3M | -35.1% | +9.4% | -44.5% | -38.6% |
| 6M | +8.5% | +4.8% | +3.8% | +5.2% |
| YTD | +30.4% | +30.2% | +0.1% | +5.9% |
| 1Y | +31.0% | +32.2% | -1.2% | +5.8% |
| All | +249.6% | +76.1% | +173.5% | +171.0% |
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