+2,152.2%
ALB vs VMC
+2,810.7%
-658.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | +5.3% | +1.1% | +4.1% | +4.6% |
| 30D | -6.3% | +17.7% | -23.9% | -13.4% |
| 3M | -27.4% | +1.1% | -28.5% | -28.1% |
| 6M | -53.1% | +1.8% | -54.9% | -54.0% |
| YTD | -32.3% | +1.5% | -33.8% | -34.3% |
| 1Y | -7.3% | -1.1% | -6.2% | -9.0% |
| 3Y | -14.9% | +38.8% | -53.7% | -28.3% |
| 5Y | -62.0% | +49.6% | -111.6% | -68.9% |
| 10Y | +33.0% | +130.6% | -97.6% | -15.5% |
| All | +2,152.2% | +2,810.7% | -658.5% | +498.9% |
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