+197.1%
ABT vs TRU
+147.2%
+50.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.6% |
| 7D | -5.9% | -2.7% | -3.2% | -5.3% |
| 30D | -8.1% | -2.0% | -6.0% | -7.7% |
| 3M | +14.5% | +18.4% | -3.9% | +9.7% |
| 6M | -6.3% | +8.9% | -15.1% | -8.7% |
| YTD | -17.1% | -8.9% | -8.2% | -16.4% |
| 1Y | -21.4% | -15.9% | -5.5% | -19.4% |
| 3Y | +5.9% | -1.1% | +7.0% | -1.1% |
| 5Y | -12.8% | -35.2% | +22.4% | -8.6% |
| All | +197.1% | +147.2% | +50.0% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling