+365.7%
ALAB vs VMC
-2.5%
+368.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -5.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.6% |
| 30D | -13.6% | -9.1% | -4.5% | -8.1% |
| 3M | -16.6% | -4.1% | -12.4% | -17.0% |
| 6M | +142.3% | -5.5% | +147.9% | +141.1% |
| YTD | +73.6% | -8.9% | +82.5% | +79.2% |
| 1Y | +33.7% | -12.9% | +46.6% | +43.5% |
| All | +365.7% | -2.5% | +368.1% | +324.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling