+25.5%
VZ vs ALC
-16.0%
+41.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +7.9% | -0.1% | +8.0% | +7.9% |
| 3M | +13.6% | +5.9% | +7.8% | +12.7% |
| 6M | +1.1% | -15.9% | +17.0% | +3.1% |
| YTD | +29.3% | -10.1% | +39.4% | +30.5% |
| 1Y | +21.2% | -10.2% | +31.5% | +22.3% |
| 3Y | +75.9% | -13.6% | +89.5% | +77.2% |
| All | +25.5% | -16.0% | +41.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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