+78.8%
VZ vs ACM
-21.7%
+100.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | +7.9% | -11.1% | +19.0% | +8.5% |
| 3M | +13.6% | -8.0% | +21.6% | +13.9% |
| 6M | +1.1% | -29.7% | +30.8% | +2.5% |
| YTD | +29.3% | -29.4% | +58.7% | +30.7% |
| 1Y | +21.2% | -46.4% | +67.7% | +25.8% |
| All | +78.8% | -21.7% | +100.4% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling