+24.5%
ALAB vs VMC
+3.7%
+20.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -5.4% |
| 7D | -24.9% | +12.3% | -37.2% | -27.4% |
| 30D | -38.4% | +21.2% | -59.6% | -42.1% |
| 3M | -38.3% | +4.6% | -42.9% | -39.1% |
| 6M | +10.9% | +3.9% | +7.1% | +8.1% |
| YTD | +34.2% | +5.0% | +29.2% | +28.2% |
| 1Y | +24.5% | +2.6% | +21.9% | +24.7% |
| All | +24.5% | +3.7% | +20.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling