+219.4%
VMC vs ACM
+250.7%
-31.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | 0.0% |
| 7D | +0.3% | +6.9% | -6.6% | -2.9% |
| 30D | +18.6% | +19.1% | -0.5% | +9.0% |
| 3M | +2.0% | -6.9% | +9.0% | +4.7% |
| 6M | +2.6% | -12.0% | +14.6% | +7.4% |
| YTD | +2.3% | -25.1% | +27.4% | +14.3% |
| 1Y | +1.7% | -45.4% | +47.1% | +31.9% |
| 3Y | +41.7% | -6.9% | +48.6% | +38.8% |
| 5Y | +46.6% | +3.7% | +42.9% | +35.3% |
| 10Y | +140.3% | +135.8% | +4.5% | +38.9% |
| All | +219.4% | +250.7% | -31.3% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling