+918.2%
VZ vs APA
+835.7%
+82.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.6% | -15.6% | +21.2% | +7.0% |
| 30D | +1.9% | -0.9% | +2.8% | +1.8% |
| 3M | +0.8% | +26.1% | -25.3% | -1.3% |
| 6M | +0.6% | +6.1% | -5.5% | -0.3% |
| YTD | +20.8% | +82.8% | -62.1% | +14.1% |
| 1Y | +23.9% | +106.5% | -82.5% | +15.8% |
| 3Y | +55.7% | +21.9% | +33.8% | +49.5% |
| 5Y | +21.5% | +69.7% | -48.1% | +11.0% |
| 10Y | +68.5% | 0.0% | +68.5% | +46.8% |
| All | +918.2% | +835.7% | +82.5% | +649.1% |
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