+47.2%
VZ vs ALAB
+490.6%
-443.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.8% | -10.6% | -0.3% |
| 7D | +0.1% | +7.2% | -7.2% | +0.6% |
| 30D | +7.9% | -2.5% | +10.4% | +7.9% |
| 3M | +13.6% | -13.3% | +27.0% | +13.8% |
| 6M | +1.1% | +172.8% | -171.7% | +8.2% |
| YTD | +29.3% | +86.6% | -57.3% | +36.5% |
| 1Y | +21.2% | +65.2% | -43.9% | +28.1% |
| All | +47.2% | +490.6% | -443.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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