+87.6%
VZ vs AMC
-97.4%
+185.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.3% | -5.3% | +2.0% |
| 7D | +6.9% | +17.7% | -10.8% | +6.9% |
| 30D | +2.3% | +26.2% | -23.9% | +2.2% |
| 3M | 0.0% | +31.3% | -31.3% | -0.1% |
| 6M | +0.2% | +142.8% | -142.5% | -0.1% |
| YTD | +20.9% | +125.6% | -104.7% | +20.5% |
| 1Y | +25.2% | +40.2% | -15.0% | +25.0% |
| 3Y | +55.9% | -67.2% | +123.0% | +56.0% |
| 5Y | +22.6% | -99.1% | +121.7% | +23.6% |
| 10Y | +68.6% | -98.5% | +167.2% | +73.2% |
| All | +87.6% | -97.4% | +185.0% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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