+94.0%
VZ vs AR
-30.9%
+124.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.3% | +2.3% |
| 7D | +6.9% | -11.1% | +18.0% | +7.3% |
| 30D | +2.3% | +7.9% | -5.6% | +2.0% |
| 3M | 0.0% | +4.9% | -4.9% | -0.2% |
| 6M | +0.2% | -5.3% | +5.6% | +0.3% |
| YTD | +20.9% | +8.6% | +12.3% | +20.4% |
| 1Y | +25.2% | +13.7% | +11.6% | +24.5% |
| 3Y | +55.9% | +22.8% | +33.1% | +53.5% |
| 5Y | +22.6% | +82.0% | -59.4% | +18.4% |
| 10Y | +68.6% | +51.8% | +16.8% | +65.2% |
| All | +94.0% | -30.9% | +124.9% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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