+332.7%
VZ vs AG
+445.6%
-112.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +7.9% | +19.2% | -11.3% | +7.2% |
| 3M | +13.6% | +6.2% | +7.5% | +13.1% |
| 6M | +1.1% | -26.7% | +27.8% | +1.8% |
| YTD | +29.3% | +26.1% | +3.2% | +27.0% |
| 1Y | +21.2% | +131.7% | -110.4% | +15.7% |
| 3Y | +75.9% | +255.3% | -179.4% | +62.3% |
| 5Y | +24.1% | +61.9% | -37.9% | +16.9% |
| 10Y | +62.4% | +72.0% | -9.6% | +46.5% |
| All | +332.7% | +445.6% | -112.9% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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