+55.9%
VZ vs ACM
-12.3%
+68.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.1% | +5.4% | -3.2% | +1.8% |
| 30D | +1.4% | +15.1% | -13.7% | +0.5% |
| 3M | -1.3% | -10.5% | +9.2% | -0.9% |
| 6M | -0.5% | -19.7% | +19.2% | -0.1% |
| YTD | +19.6% | -28.8% | +48.5% | +20.4% |
| 1Y | +22.4% | -47.9% | +70.2% | +26.6% |
| 3Y | +55.9% | -12.4% | +68.2% | +56.1% |
| All | +55.9% | -12.3% | +68.2% | +56.1% |
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