+3,227.9%
VMC vs ALK
+839.9%
+2,388.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -4.3% | -0.7% | -3.7% | -4.2% |
| 30D | -8.2% | -19.2% | +11.0% | -3.2% |
| 3M | -7.0% | -1.5% | -5.5% | -7.2% |
| 6M | -10.8% | -13.1% | +2.3% | -8.9% |
| YTD | -7.4% | -16.4% | +9.0% | -5.0% |
| 1Y | -9.5% | -33.1% | +23.6% | -2.4% |
| 3Y | +20.5% | +0.6% | +19.8% | +11.7% |
| 5Y | +51.6% | -26.4% | +78.0% | +49.8% |
| 10Y | +150.0% | -34.2% | +184.2% | +134.2% |
| All | +3,227.9% | +839.9% | +2,388.0% | +1,304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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