+93.0%
ALB vs TRU
+247.4%
-154.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.6% | +24.3% | -26.8% | -12.9% |
| 3M | -25.6% | +2.3% | -27.9% | -27.4% |
| 6M | -54.0% | +17.7% | -71.7% | -59.0% |
| YTD | -31.6% | -3.8% | -27.8% | -34.4% |
| 1Y | -6.6% | -0.3% | -6.2% | -12.2% |
| 3Y | -14.0% | +58.4% | -72.4% | -38.4% |
| 5Y | -62.5% | -24.0% | -38.5% | -62.0% |
| 10Y | +36.3% | +187.9% | -151.6% | -20.3% |
| All | +93.0% | +247.4% | -154.3% | +9.8% |
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 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