+65.5%
VZ vs ACM
+155.0%
-89.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.1% | +5.4% | -3.2% | +1.4% |
| 30D | +1.4% | +15.1% | -13.7% | -0.6% |
| 3M | -1.3% | -10.5% | +9.2% | 0.0% |
| 6M | -0.5% | -19.7% | +19.2% | +2.0% |
| YTD | +19.6% | -28.8% | +48.5% | +24.2% |
| 1Y | +22.4% | -47.9% | +70.2% | +33.1% |
| 3Y | +55.9% | -12.4% | +68.2% | +54.7% |
| 5Y | +20.4% | +0.6% | +19.8% | +15.8% |
| All | +65.5% | +155.0% | -89.5% | +40.8% |
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