+60.5%
VZ vs APH
+454.1%
-393.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -47.8% | +48.0% | +3.3% |
| 7D | +1.4% | -48.7% | +50.1% | +4.7% |
| 30D | +7.9% | -51.9% | +59.8% | +11.9% |
| 3M | +13.6% | -43.6% | +57.2% | +15.6% |
| 6M | +1.1% | -37.5% | +38.6% | +1.4% |
| YTD | +29.3% | -38.6% | +67.9% | +28.8% |
| 1Y | +21.2% | -26.3% | +47.6% | +17.0% |
| 3Y | +75.9% | +89.2% | -13.3% | +36.3% |
| 5Y | +24.1% | +119.8% | -95.7% | -8.8% |
| All | +60.5% | +454.1% | -393.6% | -14.7% |
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