+358.7%
ALAB vs RDW
+185.3%
+173.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.7% |
| 7D | +0.6% | +4.8% | -4.2% | -0.9% |
| 30D | -8.8% | -19.5% | +10.7% | -3.9% |
| 3M | -14.0% | -26.9% | +12.9% | -8.1% |
| 6M | +144.3% | +17.8% | +126.5% | +126.5% |
| YTD | +71.0% | +43.0% | +28.0% | +48.7% |
| 1Y | +23.5% | +32.1% | -8.6% | +6.9% |
| All | +358.7% | +185.3% | +173.4% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling