+191.5%
VICR vs ACM
-22.3%
+213.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.4% |
| 7D | +1.3% | -3.7% | +4.9% | +3.1% |
| 30D | -11.9% | -12.7% | +0.7% | -6.6% |
| 3M | -35.1% | -9.8% | -25.3% | -33.4% |
| 6M | +8.1% | -31.4% | +39.5% | +34.6% |
| YTD | +67.8% | -32.1% | +99.9% | +106.6% |
| 1Y | +267.3% | -47.8% | +315.1% | +444.5% |
| All | +191.5% | -22.3% | +213.8% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling