+528.8%
APP vs VZ
+12.7%
+516.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.9% |
| 7D | +79.2% | +2.2% | +76.9% | +79.4% |
| 30D | +48.0% | +10.6% | +37.4% | +49.3% |
| 3M | +18.2% | -0.6% | +18.8% | +18.4% |
| 6M | -12.5% | +0.7% | -13.2% | -11.9% |
| YTD | -39.2% | +20.6% | -59.8% | -38.6% |
| 1Y | -33.9% | +22.7% | -56.6% | -33.5% |
| 3Y | +933.3% | +57.2% | +876.0% | +832.3% |
| 5Y | +295.9% | +21.4% | +274.5% | +262.2% |
| All | +528.8% | +12.7% | +516.1% | +420.5% |
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