+1,170.8%
AMAT vs VIAV
+285.8%
+885.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.0% | -0.1% |
| 7D | -14.7% | -4.8% | -9.9% | -12.4% |
| 30D | -36.1% | -38.5% | +2.4% | -18.3% |
| 3M | -36.9% | -29.9% | -7.0% | -25.8% |
| 6M | -22.2% | -46.3% | +24.1% | +3.9% |
| YTD | +29.9% | +59.8% | -29.8% | -7.3% |
| 1Y | +43.3% | +62.3% | -19.1% | +1.0% |
| 3Y | +142.7% | +243.0% | -100.3% | +1.6% |
| 5Y | +126.2% | +80.3% | +45.9% | +39.2% |
| All | +1,170.8% | +285.8% | +885.0% | +458.1% |
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