+73.3%
VZ vs ACM
+131.3%
-58.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.9% | +5.1% | -4.1% | +0.2% |
| 30D | +6.9% | +18.7% | -11.7% | +4.2% |
| 3M | +0.6% | +15.5% | -14.8% | -1.6% |
| 6M | +0.3% | +1.2% | -0.9% | -0.3% |
| YTD | +21.9% | -25.2% | +47.1% | +25.9% |
| 1Y | +21.7% | -46.3% | +68.0% | +32.5% |
| 3Y | +58.5% | -9.6% | +68.1% | +56.5% |
| 5Y | +22.4% | +4.4% | +18.0% | +16.7% |
| All | +73.3% | +131.3% | -58.0% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling