+1,162.1%
AMAT vs VZ
+65.8%
+1,096.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.2% | +4.3% |
| 7D | -14.7% | +2.1% | -16.9% | -14.8% |
| 30D | -36.1% | +1.4% | -37.5% | -36.2% |
| 3M | -36.9% | -1.3% | -35.6% | -36.9% |
| 6M | -22.2% | -0.5% | -21.7% | -22.4% |
| YTD | +29.9% | +19.6% | +10.3% | +24.5% |
| 1Y | +43.3% | +22.4% | +20.9% | +36.4% |
| 3Y | +142.7% | +55.9% | +86.8% | +107.9% |
| 5Y | +126.2% | +20.4% | +105.8% | +111.6% |
| All | +1,162.1% | +65.8% | +1,096.3% | +981.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling