-62.1%
ALB vs VMC
+42.5%
-104.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | +9.1% | +0.5% | +8.5% | +8.4% |
| 30D | -3.4% | +15.8% | -19.2% | -13.0% |
| 3M | -20.6% | +0.6% | -21.2% | -21.5% |
| 6M | -48.2% | -4.0% | -44.1% | -47.8% |
| YTD | -29.2% | -0.3% | -28.9% | -32.5% |
| 1Y | +10.0% | -0.5% | +10.5% | +4.9% |
| 3Y | -12.9% | +39.6% | -52.5% | -38.4% |
| All | -62.1% | +42.5% | -104.6% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling