+65.5%
VZ vs APA
+0.9%
+64.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.2% | -8.7% | +11.0% | +2.6% |
| 30D | +10.6% | -2.4% | +13.0% | +10.6% |
| 3M | -0.6% | +19.0% | -19.6% | -1.5% |
| 6M | +0.7% | +26.8% | -26.1% | -0.5% |
| YTD | +20.6% | +87.3% | -66.7% | +17.0% |
| 1Y | +22.7% | +92.3% | -69.6% | +18.9% |
| 3Y | +57.2% | +37.3% | +20.0% | +53.3% |
| 5Y | +21.4% | +73.2% | -51.8% | +16.1% |
| 10Y | +65.5% | -0.9% | +66.4% | +56.2% |
| All | +65.5% | +0.9% | +64.6% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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