+80.0%
VICR vs ACM
-46.6%
+126.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.9% | -14.1% | -11.3% |
| 7D | -26.6% | +9.5% | -36.1% | -27.2% |
| 30D | -47.9% | +14.7% | -62.7% | -48.6% |
| 3M | -29.8% | -9.5% | -20.3% | -27.3% |
| 6M | -36.6% | -18.0% | -18.6% | -30.1% |
| YTD | +45.1% | -27.3% | +72.4% | +65.2% |
| 1Y | +80.0% | -47.0% | +127.0% | +120.9% |
| All | +80.0% | -46.6% | +126.6% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling