+2,119.0%
ALB vs VICR
+1,362.0%
+756.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | -5.8% | +8.3% | -14.0% | -7.4% |
| 30D | -4.5% | -35.2% | +30.6% | +2.2% |
| 3M | -28.1% | -29.8% | +1.7% | -25.4% |
| 6M | -53.2% | -48.6% | -4.6% | -49.6% |
| YTD | -33.3% | +45.1% | -78.4% | -43.3% |
| 1Y | -17.4% | +79.6% | -97.0% | -32.8% |
| 3Y | -14.1% | +335.4% | -349.5% | -45.4% |
| 5Y | -64.0% | -1.0% | -63.0% | -72.0% |
| 10Y | +32.8% | +993.1% | -960.3% | -38.9% |
| All | +2,119.0% | +1,362.0% | +756.9% | +642.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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