+89.9%
VZ vs ALLY
+104.2%
-14.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.6% |
| 7D | +6.9% | +2.4% | +4.5% | +6.6% |
| 30D | +2.3% | +5.6% | -3.3% | +1.6% |
| 3M | 0.0% | -11.7% | +11.7% | +1.3% |
| 6M | +0.2% | -7.0% | +7.3% | +0.8% |
| YTD | +20.9% | -10.4% | +31.3% | +21.8% |
| 1Y | +25.2% | +2.4% | +22.9% | +24.2% |
| 3Y | +55.9% | +59.2% | -3.4% | +43.6% |
| 5Y | +22.6% | -5.0% | +27.6% | +18.2% |
| 10Y | +68.6% | +204.5% | -135.8% | +34.0% |
| All | +89.9% | +104.2% | -14.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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