+257.2%
VZ vs ACM
+230.8%
+26.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.1% | -3.7% | +3.8% | +0.8% |
| 30D | +7.9% | -11.1% | +19.0% | +10.1% |
| 3M | +13.6% | -8.0% | +21.6% | +15.1% |
| 6M | +1.1% | -29.7% | +30.8% | +7.5% |
| YTD | +29.3% | -29.4% | +58.7% | +36.6% |
| 1Y | +21.2% | -46.4% | +67.7% | +35.0% |
| 3Y | +75.9% | -22.3% | +98.2% | +79.6% |
| 5Y | +24.1% | +4.5% | +19.6% | +17.5% |
| 10Y | +62.4% | +127.6% | -65.3% | +22.8% |
| All | +257.2% | +230.8% | +26.4% | +121.1% |
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