-9.3%
ALB vs TRU
+62.7%
-72.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | +9.5% | +4.9% | +4.6% | +7.5% |
| 30D | -2.1% | +26.9% | -29.0% | -11.4% |
| 3M | -24.1% | +4.0% | -28.2% | -26.0% |
| 6M | -51.0% | +15.8% | -66.8% | -55.1% |
| YTD | -29.3% | -2.6% | -26.7% | -31.2% |
| 1Y | +3.2% | +3.9% | -0.7% | -3.6% |
| 3Y | -9.3% | +59.2% | -68.5% | -56.0% |
| All | -9.3% | +62.7% | -72.1% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling