+384.5%
ALAB vs RVMD
+577.1%
-192.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.0% |
| 7D | +9.6% | -0.7% | +10.4% | +9.9% |
| 30D | -5.3% | +0.3% | -5.6% | -5.4% |
| 3M | -12.0% | +38.9% | -50.9% | -19.2% |
| 6M | +145.7% | +108.1% | +37.6% | +99.6% |
| YTD | +80.7% | +160.7% | -80.1% | +36.5% |
| 1Y | +40.1% | +407.3% | -367.2% | -12.1% |
| All | +384.5% | +577.1% | -192.6% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling