+2.5%
VICR vs ACM
+3.9%
-1.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +21.9% | +5.1% | +16.8% | +18.3% |
| 30D | -38.4% | +18.7% | -57.0% | -44.9% |
| 3M | -27.2% | +15.5% | -42.6% | -34.9% |
| 6M | -43.7% | +1.2% | -44.9% | -46.7% |
| YTD | +50.3% | -25.2% | +75.5% | +79.0% |
| 1Y | +74.6% | -46.3% | +120.9% | +177.2% |
| 3Y | +351.2% | -9.6% | +360.8% | +328.0% |
| 5Y | +2.5% | +4.4% | -1.9% | -17.7% |
| All | +2.5% | +3.9% | -1.4% | -17.7% |
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