+20.0%
VZ vs ALC
+31.8%
-11.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +2.1% | +4.9% | -2.7% | +1.4% |
| 30D | +1.4% | +19.0% | -17.6% | -1.3% |
| 3M | -1.3% | +7.8% | -9.0% | -2.5% |
| 6M | -0.5% | +14.6% | -15.1% | -2.8% |
| YTD | +19.6% | -4.4% | +24.1% | +19.8% |
| 1Y | +22.4% | +1.4% | +21.0% | +21.2% |
| 3Y | +55.9% | +2.5% | +53.4% | +52.6% |
| 5Y | +20.4% | -10.9% | +31.3% | +19.1% |
| All | +20.0% | +31.8% | -11.8% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling