+189.2%
VMC vs ACM
+230.8%
-41.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -4.3% | -3.7% | -0.6% | -2.5% |
| 30D | -8.2% | -11.1% | +2.9% | -3.6% |
| 3M | -7.0% | -8.0% | +0.9% | -4.1% |
| 6M | -10.8% | -29.7% | +18.9% | +4.0% |
| YTD | -7.4% | -29.4% | +22.0% | +6.6% |
| 1Y | -9.5% | -46.4% | +36.9% | +18.3% |
| 3Y | +20.5% | -22.3% | +42.8% | +29.1% |
| 5Y | +51.6% | +4.5% | +47.1% | +39.0% |
| 10Y | +150.0% | +127.6% | +22.4% | +47.1% |
| All | +189.2% | +230.8% | -41.5% | +27.1% |
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