+378.5%
APP vs VZ
+21.5%
+357.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -10.0% | +7.1% | -17.2% | -9.5% |
| 3M | -44.6% | +12.8% | -57.5% | -43.9% |
| 6M | -37.9% | +1.8% | -39.7% | -37.3% |
| YTD | -53.7% | +30.0% | -83.7% | -53.1% |
| 1Y | -43.0% | +24.3% | -67.3% | -41.8% |
| 3Y | +640.8% | +84.3% | +556.5% | +548.7% |
| 5Y | +358.8% | +25.9% | +332.9% | +306.1% |
| All | +378.5% | +21.5% | +357.1% | +297.8% |
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