-26.0%
ALAB vs RVMD
-12.8%
-13.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.4% | +13.2% | +10.6% |
| 7D | +3.4% | -9.5% | +12.9% | +10.2% |
| 30D | -28.8% | -6.8% | -21.9% | -24.6% |
| 3M | -26.0% | -12.1% | -13.9% | -21.3% |
| All | -26.0% | -12.8% | -13.2% | -21.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling