+65.5%
VZ vs APTV
-26.1%
+91.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +2.2% | -9.8% | +12.0% | +3.1% |
| 30D | +10.6% | -8.9% | +19.5% | +11.4% |
| 3M | -0.6% | -19.5% | +18.8% | +1.0% |
| 6M | +0.7% | -31.1% | +31.9% | +3.3% |
| YTD | +20.6% | -47.5% | +68.2% | +26.1% |
| 1Y | +22.7% | -52.3% | +75.0% | +29.3% |
| 3Y | +57.2% | -45.2% | +102.4% | +61.5% |
| 5Y | +21.4% | -76.9% | +98.2% | +33.9% |
| 10Y | +65.5% | -25.1% | +90.6% | +65.8% |
| All | +65.5% | -26.1% | +91.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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