+23.5%
ALAB vs TRU
-17.6%
+41.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | +0.6% | -9.4% | +10.0% | -1.0% |
| 30D | -8.8% | -4.1% | -4.7% | -9.4% |
| 3M | -14.0% | +13.6% | -27.6% | -13.9% |
| 6M | +144.3% | +3.6% | +140.7% | +144.3% |
| YTD | +71.0% | -9.8% | +80.8% | +69.3% |
| 1Y | +23.5% | -13.6% | +37.2% | +20.4% |
| All | +23.5% | -17.6% | +41.1% | +20.4% |
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