+24.5%
ALAB vs RVMD
+244.4%
-219.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.3% |
| 7D | -24.9% | +5.8% | -30.7% | -26.2% |
| 30D | -38.4% | -3.8% | -34.5% | -37.8% |
| 3M | -38.3% | +3.2% | -41.5% | -39.1% |
| 6M | +10.9% | +35.0% | -24.1% | +2.4% |
| YTD | +34.2% | +150.7% | -116.5% | +3.9% |
| 1Y | +24.5% | +241.0% | -216.4% | -13.8% |
| All | +24.5% | +244.4% | -219.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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