+65.2%
ALAB vs RDW
+24.9%
+40.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.2% | +9.3% |
| 7D | +7.2% | -3.1% | +10.4% | +8.4% |
| 30D | -2.5% | -1.8% | -0.7% | -2.4% |
| 3M | -13.3% | -50.9% | +37.6% | +3.6% |
| 6M | +172.8% | +13.5% | +159.4% | +149.5% |
| YTD | +86.6% | +38.6% | +48.0% | +57.0% |
| 1Y | +65.2% | +28.3% | +36.9% | +37.3% |
| All | +65.2% | +24.9% | +40.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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