+215.4%
ADSK vs VIAV
+419.4%
-204.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.6% |
| 7D | -2.5% | +11.2% | -13.7% | -5.6% |
| 30D | -14.9% | -10.1% | -4.8% | -13.3% |
| 3M | +3.3% | -22.9% | +26.2% | +6.9% |
| 6M | -15.7% | +28.8% | -44.4% | -31.5% |
| YTD | -28.2% | +117.5% | -145.7% | -55.1% |
| 1Y | -34.5% | +216.1% | -250.6% | -66.2% |
| 3Y | -2.9% | +292.2% | -295.1% | -57.9% |
| 5Y | -25.3% | +141.0% | -166.3% | -58.5% |
| All | +215.4% | +419.4% | -204.1% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling