+21.4%
VZ vs ACM
+3.6%
+17.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.3% |
| 7D | +2.2% | +6.9% | -4.7% | +1.6% |
| 30D | +10.6% | +19.1% | -8.5% | +8.7% |
| 3M | -0.6% | -6.9% | +6.3% | -0.2% |
| 6M | +0.7% | -12.0% | +12.8% | +1.4% |
| YTD | +20.6% | -25.1% | +45.7% | +22.8% |
| 1Y | +22.7% | -45.4% | +68.1% | +30.1% |
| 3Y | +57.2% | -6.9% | +64.1% | +52.6% |
| 5Y | +21.4% | +3.7% | +17.6% | +14.8% |
| All | +21.4% | +3.6% | +17.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling