+400.4%
ALAB vs TRU
+3.8%
+396.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.9% | +15.7% | +11.5% |
| 7D | +7.2% | -6.8% | +14.0% | +9.2% |
| 30D | -2.5% | 0.0% | -2.6% | -3.0% |
| 3M | -13.3% | +13.3% | -26.6% | -19.4% |
| 6M | +172.8% | +3.4% | +169.4% | +161.7% |
| YTD | +86.6% | -6.4% | +93.0% | +85.2% |
| 1Y | +65.2% | -9.7% | +74.8% | +66.3% |
| All | +400.4% | +3.8% | +396.6% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling