+26.4%
VZ vs AMCR
-9.6%
+36.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.2% | -5.0% | +3.7% | -0.1% |
| 30D | +5.7% | -8.0% | +13.7% | +7.7% |
| 3M | +8.2% | +14.3% | -6.0% | +4.9% |
| 6M | +1.7% | +5.3% | -3.6% | +0.1% |
| YTD | +28.9% | +7.7% | +21.1% | +25.6% |
| 1Y | +22.7% | +10.8% | +11.9% | +18.6% |
| 3Y | +82.7% | +9.6% | +73.1% | +74.3% |
| 5Y | +26.4% | -10.2% | +36.6% | +26.7% |
| All | +26.4% | -9.6% | +36.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling