+2,708.7%
ACMR vs VT
+160.7%
+2,548.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +5.5% |
| 7D | +18.0% | -0.7% | +18.7% | +20.9% |
| 30D | -23.0% | -1.7% | -21.3% | -19.1% |
| 3M | -34.4% | -2.3% | -32.1% | -30.3% |
| 6M | -18.9% | +1.5% | -20.4% | -17.0% |
| YTD | +32.9% | +12.0% | +20.9% | +16.1% |
| 1Y | +60.6% | +12.9% | +47.8% | +39.0% |
| 3Y | +207.9% | +74.9% | +132.9% | +29.4% |
| 5Y | +49.6% | +59.9% | -10.3% | -20.0% |
| All | +2,708.7% | +160.7% | +2,548.1% | +767.7% |
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