+48.1%
VICR vs ACM
+2.7%
+45.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -2.9% |
| 7D | +1.3% | -3.7% | +4.9% | +3.7% |
| 30D | -11.9% | -12.7% | +0.7% | -5.5% |
| 3M | -35.1% | -9.8% | -25.3% | -33.2% |
| 6M | +8.1% | -31.4% | +39.5% | +38.3% |
| YTD | +67.8% | -32.1% | +99.9% | +112.4% |
| 1Y | +267.3% | -47.8% | +315.1% | +471.2% |
| 3Y | +191.2% | -22.1% | +213.3% | +213.1% |
| 5Y | +48.1% | +1.8% | +46.3% | +31.0% |
| All | +48.1% | +2.7% | +45.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling