+304.2%
VZ vs AG
+287.4%
+16.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | 0.0% |
| 7D | +5.6% | -2.9% | +8.5% | +5.7% |
| 30D | +1.9% | -15.1% | +17.0% | +2.3% |
| 3M | +0.8% | -15.4% | +16.2% | +1.1% |
| 6M | +0.6% | -21.9% | +22.5% | +1.0% |
| YTD | +20.8% | -10.4% | +31.2% | +19.8% |
| 1Y | +23.9% | +39.8% | -15.9% | +20.6% |
| 3Y | +55.7% | +209.5% | -153.9% | +44.1% |
| 5Y | +21.5% | +12.5% | +9.0% | +15.9% |
| 10Y | +68.5% | +79.5% | -11.0% | +50.8% |
| All | +304.2% | +287.4% | +16.8% | +179.0% |
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