+73.3%
VZ vs APH
+944.7%
-871.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.9% | +11.1% | -10.2% | +0.2% |
| 30D | +6.9% | -7.3% | +14.2% | +7.3% |
| 3M | +0.6% | -6.2% | +6.8% | +0.8% |
| 6M | +0.3% | +24.9% | -24.6% | -2.9% |
| YTD | +21.9% | +18.4% | +3.5% | +17.5% |
| 1Y | +21.7% | +13.0% | +8.7% | +17.9% |
| 3Y | +58.5% | +276.4% | -217.9% | +18.2% |
| 5Y | +22.4% | +296.4% | -274.0% | -11.0% |
| All | +73.3% | +944.7% | -871.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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