+64.4%
VZ vs AMCR
+13.3%
+51.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.7% |
| 7D | -1.0% | -6.3% | +5.3% | +0.4% |
| 30D | +5.8% | -7.1% | +12.9% | +7.4% |
| 3M | +10.5% | +12.7% | -2.2% | +7.5% |
| 6M | +1.8% | +5.2% | -3.4% | +0.1% |
| YTD | +28.3% | +8.1% | +20.2% | +25.1% |
| 1Y | +22.0% | +10.0% | +11.9% | +18.3% |
| 3Y | +81.8% | +6.6% | +75.3% | +76.0% |
| 5Y | +25.3% | -11.4% | +36.7% | +25.4% |
| 10Y | +64.4% | +13.3% | +51.1% | +51.2% |
| All | +64.4% | +13.3% | +51.1% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling