+292.6%
APP vs VZ
+20.3%
+272.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +9.8% |
| 7D | +71.2% | +2.1% | +69.1% | +71.4% |
| 30D | +39.1% | +1.4% | +37.7% | +39.4% |
| 3M | +16.5% | -1.3% | +17.8% | +16.7% |
| 6M | -16.6% | -0.5% | -16.0% | -16.0% |
| YTD | -41.9% | +19.6% | -61.6% | -41.7% |
| 1Y | -37.0% | +22.4% | -59.4% | -37.1% |
| 3Y | +892.4% | +55.9% | +836.6% | +774.5% |
| All | +292.6% | +20.3% | +272.4% | +270.5% |
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 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