+72.6%
VZ vs ACM
+132.6%
-60.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | +5.6% | -4.2% | +0.6% |
| 30D | +4.4% | +20.8% | -16.5% | +1.5% |
| 3M | -2.4% | +11.4% | -13.8% | -4.1% |
| 6M | +1.4% | +0.9% | +0.5% | +0.9% |
| YTD | +21.4% | -24.8% | +46.2% | +25.3% |
| 1Y | +20.3% | -46.4% | +66.7% | +31.0% |
| 3Y | +57.4% | -9.2% | +66.6% | +55.3% |
| 5Y | +21.9% | +5.0% | +17.0% | +16.1% |
| All | +72.6% | +132.6% | -60.0% | +42.3% |
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 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