-26.4%
ALB vs VMC
+22.8%
-49.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +3.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -1.2% | -9.1% | +7.9% | +4.1% |
| 3M | -13.3% | -4.1% | -9.2% | -12.6% |
| 6M | -19.8% | -5.5% | -14.2% | -19.0% |
| YTD | -7.9% | -8.9% | +1.0% | -7.3% |
| 1Y | +60.2% | -12.9% | +73.1% | +66.1% |
| 3Y | -26.4% | +22.1% | -48.6% | -43.0% |
| All | -26.4% | +22.8% | -49.3% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling