+2,885.9%
ALB vs VMC
+2,555.8%
+330.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.9% |
| 7D | -8.1% | -4.3% | -3.7% | -6.2% |
| 30D | +6.3% | -8.2% | +14.5% | +10.4% |
| 3M | -23.6% | -7.0% | -16.5% | -21.5% |
| 6M | -24.6% | -10.8% | -13.9% | -21.5% |
| YTD | -10.3% | -7.4% | -2.9% | -8.8% |
| 1Y | +61.5% | -9.5% | +70.9% | +65.5% |
| 3Y | -34.0% | +20.5% | -54.4% | -40.4% |
| 5Y | -44.6% | +51.6% | -96.2% | -54.7% |
| 10Y | +76.1% | +150.0% | -73.9% | +8.0% |
| All | +2,885.9% | +2,555.8% | +330.1% | +731.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling