+1,607.1%
AMAT vs VIAV
+401.3%
+1,205.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.4% | -0.8% |
| 7D | +4.2% | +11.2% | -7.1% | -1.7% |
| 30D | -13.5% | -2.6% | -10.9% | -13.2% |
| 3M | -8.6% | -20.1% | +11.6% | +1.4% |
| 6M | +31.6% | +25.8% | +5.7% | +11.9% |
| YTD | +77.3% | +109.9% | -32.6% | +11.3% |
| 1Y | +179.4% | +214.3% | -34.9% | +36.7% |
| 3Y | +215.0% | +281.6% | -66.6% | +28.5% |
| 5Y | +245.8% | +132.6% | +113.2% | +89.0% |
| All | +1,607.1% | +401.3% | +1,205.7% | +561.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling