+990.1%
VZ vs APA
+815.8%
+174.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | +7.9% | +23.4% | -15.5% | +6.0% |
| 3M | +13.6% | +12.7% | +1.0% | +12.3% |
| 6M | +1.1% | +39.4% | -38.3% | -2.1% |
| YTD | +29.3% | +79.0% | -49.7% | +22.5% |
| 1Y | +21.2% | +88.8% | -67.6% | +14.0% |
| 3Y | +75.9% | +6.4% | +69.5% | +71.0% |
| 5Y | +24.1% | +153.0% | -128.9% | +9.3% |
| 10Y | +62.4% | +7.5% | +54.8% | +40.2% |
| All | +990.1% | +815.8% | +174.3% | +704.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling