+67.1%
ADM vs VIAV
+136.9%
-69.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +1.4% | +13.6% | -12.2% | +0.4% |
| 30D | +8.2% | +5.3% | +2.9% | +7.5% |
| 3M | +8.7% | -15.6% | +24.3% | +9.4% |
| 6M | +29.1% | +34.0% | -4.9% | +23.8% |
| YTD | +53.7% | +119.9% | -66.2% | +39.3% |
| 1Y | +43.2% | +235.2% | -191.9% | +22.8% |
| 3Y | +21.4% | +299.8% | -278.4% | -0.6% |
| 5Y | +67.1% | +140.1% | -73.0% | +47.7% |
| All | +67.1% | +136.9% | -69.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 5y: compounded portfolio wealth divided by compounded VIAV 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…
5y analysis · Full analysis span regression · 6 months rolling