+95.9%
VZ vs ALM
+7,705.7%
-7,609.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +7.9% | +32.0% | -24.1% | +7.9% |
| 3M | +13.6% | -15.0% | +28.7% | +13.7% |
| 6M | +1.1% | -10.1% | +11.2% | +1.1% |
| YTD | +29.3% | +99.4% | -70.1% | +29.1% |
| 1Y | +21.2% | +316.4% | -295.1% | +21.0% |
| 3Y | +75.9% | +2,022.0% | -1,946.1% | +75.1% |
| 5Y | +24.1% | +941.2% | -917.1% | +23.6% |
| 10Y | +62.4% | +2,950.3% | -2,888.0% | +61.5% |
| All | +95.9% | +7,705.7% | -7,609.9% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling