+153.8%
ALAB vs RVMD
+112.3%
+41.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.9% |
| 7D | +7.2% | +1.0% | +6.2% | +6.7% |
| 30D | -2.5% | +6.4% | -9.0% | -4.9% |
| 3M | -13.3% | +34.9% | -48.2% | -21.1% |
| All | +153.8% | +112.3% | +41.5% | +103.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling