+153.1%
ALB vs TRU
+238.0%
-84.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -1.6% |
| 7D | -8.1% | -6.8% | -1.3% | -5.1% |
| 30D | +6.3% | 0.0% | +6.2% | +5.9% |
| 3M | -23.6% | +13.3% | -36.9% | -29.5% |
| 6M | -24.6% | +3.4% | -28.0% | -28.0% |
| YTD | -10.3% | -6.4% | -3.9% | -11.8% |
| 1Y | +61.5% | -9.7% | +71.2% | +59.8% |
| 3Y | -34.0% | +0.1% | -34.1% | -40.7% |
| 5Y | -44.6% | -34.0% | -10.6% | -38.8% |
| 10Y | +76.1% | +147.9% | -71.8% | +10.7% |
| All | +153.1% | +238.0% | -84.9% | +47.6% |
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