-2.9%
ADSK vs VIAV
+293.0%
-295.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.4% |
| 7D | -2.5% | +11.2% | -13.7% | -2.5% |
| 30D | -14.9% | -10.1% | -4.8% | -14.9% |
| 3M | +3.3% | -22.9% | +26.2% | +4.2% |
| 6M | -15.7% | +28.8% | -44.4% | -20.7% |
| YTD | -28.2% | +117.5% | -145.7% | -39.3% |
| 1Y | -34.5% | +216.1% | -250.6% | -49.2% |
| 3Y | -2.9% | +292.2% | -295.1% | -29.5% |
| All | -2.9% | +293.0% | -295.9% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling