+65.2%
ALAB vs TRU
-7.3%
+72.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.9% | +15.7% | +8.8% |
| 7D | +7.2% | -6.8% | +14.0% | +6.1% |
| 30D | -2.5% | 0.0% | -2.6% | -2.5% |
| 3M | -13.3% | +13.3% | -26.6% | -12.6% |
| 6M | +172.8% | +3.4% | +169.4% | +175.7% |
| YTD | +86.6% | -6.4% | +93.0% | +86.7% |
| 1Y | +65.2% | -9.7% | +74.8% | +67.4% |
| All | +65.2% | -7.3% | +72.4% | +67.4% |
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