+500.0%
APP vs VZ
+11.8%
+488.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +9.8% |
| 7D | +71.2% | +2.1% | +69.1% | +71.5% |
| 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% | -41.4% |
| 1Y | -37.0% | +22.4% | -59.4% | -36.8% |
| 3Y | +892.4% | +55.9% | +836.6% | +795.2% |
| 5Y | +297.3% | +20.4% | +276.9% | +263.3% |
| All | +500.0% | +11.8% | +488.2% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling