+207.4%
ALAB vs DD
+66.4%
+141.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.5% |
| 7D | -26.3% | +4.6% | -30.9% | -28.3% |
| 30D | -50.1% | +11.8% | -61.9% | -53.6% |
| 3M | -42.5% | +2.2% | -44.6% | -43.1% |
| 6M | -10.8% | -1.6% | -9.2% | -9.7% |
| YTD | +14.6% | +23.0% | -8.4% | -3.2% |
| 1Y | +17.1% | +26.9% | -9.8% | -2.9% |
| All | +207.4% | +66.4% | +141.1% | +147.6% |
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