+248.5%
ALAB vs TRU
+6.7%
+241.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | -7.5% | +4.6% | -12.0% | -8.4% |
| 30D | -36.8% | +25.4% | -62.3% | -40.8% |
| 3M | -31.9% | +4.0% | -35.8% | -33.3% |
| 6M | +8.2% | +14.5% | -6.3% | -0.5% |
| YTD | +29.9% | -3.7% | +33.7% | +27.4% |
| 1Y | +24.4% | +2.8% | +21.7% | +17.6% |
| All | +248.5% | +6.7% | +241.8% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling