+5,187.8%
ADP vs VIAV
+2,600.3%
+2,587.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.2% | +1.3% |
| 7D | +2.2% | +7.9% | -5.7% | +1.2% |
| 30D | +10.6% | -20.3% | +30.9% | +12.4% |
| 3M | +12.9% | -28.5% | +41.5% | +15.3% |
| 6M | +50.6% | -42.7% | +93.4% | +55.3% |
| YTD | +23.2% | +72.4% | -49.2% | +9.3% |
| 1Y | +25.3% | +81.5% | -56.2% | +10.3% |
| 3Y | +47.1% | +293.8% | -246.7% | +15.4% |
| 5Y | +50.1% | +101.4% | -51.4% | +26.8% |
| 10Y | +323.6% | +293.8% | +29.8% | +228.5% |
| All | +5,187.8% | +2,600.3% | +2,587.5% | +2,627.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling