+2,254.7%
ALB vs VMC
+2,758.9%
-504.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +9.1% | +0.5% | +8.5% | +8.7% |
| 30D | -3.4% | +15.8% | -19.2% | -10.1% |
| 3M | -20.6% | +0.6% | -21.2% | -21.2% |
| 6M | -48.2% | -4.0% | -44.1% | -47.8% |
| YTD | -29.2% | -0.3% | -28.9% | -30.8% |
| 1Y | +10.0% | -0.5% | +10.5% | +7.7% |
| 3Y | -12.9% | +39.6% | -52.5% | -26.8% |
| 5Y | -61.3% | +50.1% | -111.3% | -68.4% |
| 10Y | +35.8% | +163.9% | -128.1% | -19.0% |
| All | +2,254.7% | +2,758.9% | -504.3% | +531.3% |
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