+4,606.5%
ADP vs VIAV
+2,964.2%
+1,642.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.7% | -2.5% |
| 7D | -3.4% | -4.6% | +1.2% | -2.9% |
| 30D | +2.8% | -10.4% | +13.2% | +3.6% |
| 3M | +20.9% | -34.5% | +55.4% | +25.0% |
| 6M | +29.9% | +7.0% | +22.9% | +25.0% |
| YTD | +9.6% | +95.6% | -86.0% | -2.7% |
| 1Y | -5.3% | +197.2% | -202.5% | -20.6% |
| 3Y | +16.5% | +232.0% | -215.5% | -5.2% |
| 5Y | +49.4% | +102.2% | -52.8% | +28.1% |
| 10Y | +282.2% | +344.6% | -62.4% | +196.5% |
| All | +4,606.5% | +2,964.2% | +1,642.3% | +2,328.6% |
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 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