-11.3%
ACHC vs VT
+214.8%
-226.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.1% | +12.0% | +12.4% |
| 7D | +18.1% | -4.2% | +22.3% | +23.3% |
| 30D | +19.8% | -5.8% | +25.6% | +27.4% |
| 3M | +7.9% | -5.2% | +13.2% | +14.1% |
| 6M | +37.7% | +0.1% | +37.5% | +37.3% |
| YTD | +145.2% | +8.2% | +136.9% | +121.6% |
| 1Y | +68.2% | +10.1% | +58.1% | +49.1% |
| 3Y | -51.8% | +69.7% | -121.5% | -74.9% |
| 5Y | -45.8% | +53.4% | -99.2% | -68.0% |
| All | -11.3% | +214.8% | -226.1% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling