+152.9%
VZ vs AMCR
+106.4%
+46.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.1% | -1.9% | +1.9% | +0.4% |
| 30D | +7.9% | -4.1% | +12.0% | +8.6% |
| 3M | +13.6% | +21.7% | -8.0% | +9.9% |
| 6M | +1.1% | +1.5% | -0.4% | +0.4% |
| YTD | +29.3% | +13.1% | +16.2% | +25.9% |
| 1Y | +21.2% | +16.5% | +4.7% | +17.4% |
| 3Y | +75.9% | +10.3% | +65.6% | +70.9% |
| 5Y | +24.1% | -7.7% | +31.8% | +23.2% |
| 10Y | +62.4% | +24.6% | +37.8% | +51.7% |
| All | +152.9% | +106.4% | +46.4% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling