-6.2%
VTRS vs ACM
+218.1%
-224.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.5% |
| 7D | -3.5% | -3.7% | +0.2% | -2.1% |
| 30D | +2.1% | -12.7% | +14.8% | +6.8% |
| 3M | +2.6% | -9.8% | +12.4% | +5.7% |
| 6M | +17.8% | -31.4% | +49.2% | +34.1% |
| YTD | +35.7% | -32.1% | +67.7% | +53.8% |
| 1Y | +63.5% | -47.8% | +111.3% | +104.6% |
| 3Y | +85.1% | -22.1% | +107.2% | +94.9% |
| 5Y | +42.5% | +1.8% | +40.7% | +33.3% |
| 10Y | -48.2% | +132.5% | -180.7% | -67.0% |
| All | -6.2% | +218.1% | -224.2% | -53.4% |
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