+14.8%
ACMR vs VT
+53.2%
-38.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -4.1% | -7.4% | -1.2% |
| 7D | -20.2% | -4.2% | -16.1% | -10.7% |
| 30D | -47.8% | -5.8% | -42.0% | -38.7% |
| 3M | -50.8% | -5.2% | -45.6% | -43.1% |
| 6M | -25.5% | +0.1% | -25.7% | -21.6% |
| YTD | -0.4% | +8.2% | -8.6% | -10.0% |
| 1Y | +26.2% | +10.1% | +16.1% | +10.0% |
| 3Y | +160.4% | +69.7% | +90.8% | -11.2% |
| 5Y | +14.8% | +53.4% | -38.5% | -50.0% |
| All | +14.8% | +53.2% | -38.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling