+101.1%
AKAM vs VIAV
+419.4%
-318.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.0% |
| 7D | +1.5% | +11.2% | -9.7% | -0.8% |
| 30D | -13.0% | -10.1% | -2.9% | -11.3% |
| 3M | -19.4% | -22.9% | +3.5% | -16.3% |
| 6M | +0.3% | +28.8% | -28.5% | -6.4% |
| YTD | +22.4% | +117.5% | -95.1% | +1.0% |
| 1Y | +34.8% | +216.1% | -181.2% | +1.9% |
| 3Y | +1.9% | +292.2% | -290.3% | -28.3% |
| 5Y | -4.6% | +141.0% | -145.6% | -26.1% |
| All | +101.1% | +419.4% | -318.3% | +36.3% |
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