+99.6%
ALB vs TRU
+243.5%
-143.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.9% |
| 7D | +9.1% | +5.7% | +3.3% | +6.3% |
| 30D | -3.4% | +29.2% | -32.6% | -15.3% |
| 3M | -20.6% | +2.7% | -23.3% | -22.7% |
| 6M | -48.2% | +15.2% | -63.4% | -53.3% |
| YTD | -29.2% | -4.9% | -24.4% | -31.8% |
| 1Y | +10.0% | +3.4% | +6.6% | +1.3% |
| 3Y | -12.9% | +63.2% | -76.1% | -38.6% |
| 5Y | -61.3% | -26.6% | -34.7% | -60.1% |
| 10Y | +35.8% | +172.8% | -137.0% | -18.9% |
| All | +99.6% | +243.5% | -143.9% | +14.1% |
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