+152.9%
VZ vs AMCR
+100.2%
+52.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| YTD | +29.3% | +13.1% | +16.2% | +25.9% |
| 1Y | +21.2% | +13.0% | +8.3% | +18.0% |
| 3Y | +75.9% | +6.9% | +69.0% | +71.8% |
| 5Y | +24.1% | -10.5% | +34.5% | +23.8% |
| 10Y | +62.4% | +20.9% | +41.5% | +52.5% |
| All | +152.9% | +100.2% | +52.7% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling