+21.5%
VZ vs ALM
+390.7%
-369.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.4% | -0.1% |
| 7D | +5.6% | -14.5% | +20.2% | +5.7% |
| 30D | +1.9% | -39.0% | +40.9% | +2.0% |
| 3M | +0.8% | -40.3% | +41.1% | +0.9% |
| 6M | +0.6% | -60.3% | +60.9% | +1.0% |
| YTD | +20.8% | -9.8% | +30.5% | +19.9% |
| 1Y | +23.9% | +30.8% | -6.8% | +22.5% |
| 3Y | +55.7% | +772.4% | -716.7% | +49.6% |
| 5Y | +21.5% | +390.7% | -369.2% | +18.5% |
| All | +21.5% | +390.7% | -369.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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