-21.4%
ABT vs TRU
-13.7%
-7.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.5% |
| 7D | -5.9% | -2.7% | -3.2% | -5.5% |
| 30D | -8.1% | -2.0% | -6.0% | -7.9% |
| 3M | +14.5% | +18.4% | -3.9% | +12.3% |
| 6M | -6.3% | +8.9% | -15.1% | -7.6% |
| YTD | -17.1% | -8.9% | -8.2% | -17.7% |
| 1Y | -21.4% | -15.9% | -5.5% | -21.5% |
| All | -21.4% | -13.7% | -7.7% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling