+65.2%
ALAB vs VMC
-8.5%
+73.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.8% | +9.5% |
| 7D | +7.2% | -4.3% | +11.6% | +8.7% |
| 30D | -2.5% | -8.2% | +5.7% | +0.1% |
| 3M | -13.3% | -7.0% | -6.3% | -13.2% |
| 6M | +172.8% | -10.8% | +183.6% | +182.3% |
| YTD | +86.6% | -7.4% | +94.0% | +91.8% |
| 1Y | +65.2% | -9.5% | +74.6% | +68.7% |
| All | +65.2% | -8.5% | +73.7% | +68.7% |
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