+233.7%
VZ vs ACM
+233.2%
+0.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +5.6% | +5.1% | +0.6% | +4.6% |
| 30D | +1.9% | +11.5% | -9.6% | -0.3% |
| 3M | +0.8% | -10.5% | +11.2% | +2.6% |
| 6M | +0.6% | -20.4% | +21.0% | +4.4% |
| YTD | +20.8% | -28.9% | +49.6% | +27.3% |
| 1Y | +23.9% | -48.7% | +72.6% | +39.2% |
| 3Y | +55.7% | -12.5% | +68.2% | +55.1% |
| 5Y | +21.5% | +0.5% | +21.0% | +16.2% |
| 10Y | +68.5% | +161.2% | -92.7% | +23.4% |
| All | +233.7% | +233.2% | +0.5% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling