+10,067.9%
AMGN vs VIAV
+3,343.9%
+6,724.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -11.6% | +13.6% | -25.2% | -13.3% |
| 30D | -5.7% | +5.3% | -11.0% | -6.9% |
| 3M | +14.2% | -15.6% | +29.8% | +14.9% |
| 6M | +5.2% | +34.0% | -28.8% | -1.5% |
| YTD | +22.0% | +119.9% | -97.9% | +6.1% |
| 1Y | +43.6% | +235.2% | -191.5% | +17.5% |
| 3Y | +65.0% | +299.8% | -234.8% | +29.5% |
| 5Y | +112.0% | +140.1% | -28.0% | +75.6% |
| 10Y | +216.6% | +420.3% | -203.8% | +131.9% |
| All | +10,067.9% | +3,343.9% | +6,724.0% | +4,836.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling