+65.5%
VZ vs AME
+465.0%
-399.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.1% |
| 7D | +2.2% | -1.5% | +3.8% | +2.4% |
| 30D | +10.6% | -4.2% | +14.7% | +11.2% |
| 3M | -0.6% | -5.9% | +5.3% | +0.2% |
| 6M | +0.7% | +2.8% | -2.1% | -0.4% |
| YTD | +20.6% | +16.6% | +4.0% | +15.9% |
| 1Y | +22.7% | +22.1% | +0.6% | +16.7% |
| 3Y | +57.2% | +64.7% | -7.5% | +37.7% |
| 5Y | +21.4% | +76.6% | -55.2% | +3.5% |
| 10Y | +65.5% | +443.9% | -378.4% | +26.8% |
| All | +65.5% | +465.0% | -399.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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