+333.0%
APP vs VZ
+24.2%
+308.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -23.3% | +7.9% | -31.2% | -22.8% |
| 3M | -42.6% | +13.6% | -56.3% | -42.0% |
| 6M | -33.6% | +1.1% | -34.7% | -33.0% |
| YTD | -52.4% | +29.3% | -81.7% | -52.0% |
| 1Y | -35.9% | +21.2% | -57.1% | -34.8% |
| 3Y | +642.2% | +75.9% | +566.3% | +547.3% |
| All | +333.0% | +24.2% | +308.8% | +287.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling