+24.5%
ALAB vs TRU
+2.1%
+22.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -3.0% |
| 7D | -24.9% | +10.5% | -35.4% | -22.4% |
| 30D | -38.4% | +28.7% | -67.1% | -34.1% |
| 3M | -38.3% | +0.7% | -38.9% | -37.2% |
| 6M | +10.9% | +19.3% | -8.4% | +13.3% |
| YTD | +34.2% | -3.7% | +38.0% | +37.5% |
| 1Y | +24.5% | +3.4% | +21.1% | +23.1% |
| All | +24.5% | +2.1% | +22.4% | +23.1% |
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