+45.0%
ADP vs VIAV
+136.9%
-91.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -5.7% | +13.6% | -19.2% | -6.1% |
| 30D | -3.1% | +5.3% | -8.4% | -3.5% |
| 3M | +15.6% | -15.6% | +31.2% | +16.1% |
| 6M | +20.8% | +34.0% | -13.2% | +13.6% |
| YTD | +4.7% | +119.9% | -115.1% | -9.5% |
| 1Y | -8.3% | +235.2% | -243.5% | -27.1% |
| 3Y | +13.6% | +299.8% | -286.2% | -15.4% |
| 5Y | +45.0% | +140.1% | -95.0% | +23.6% |
| All | +45.0% | +136.9% | -91.9% | +23.6% |
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