+955.2%
APH vs VIAV
+292.0%
+663.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.1% |
| 7D | -5.0% | +3.2% | -8.2% | -6.0% |
| 30D | -8.4% | -31.8% | +23.4% | +3.1% |
| 3M | -4.5% | -16.6% | +12.1% | -0.5% |
| 6M | +25.3% | -39.4% | +64.7% | +41.3% |
| YTD | +18.9% | +74.0% | -55.1% | -12.3% |
| 1Y | +11.9% | +70.8% | -58.8% | -17.0% |
| 3Y | +278.0% | +295.5% | -17.6% | +91.3% |
| 5Y | +306.4% | +103.3% | +203.1% | +164.4% |
| 10Y | +955.2% | +300.1% | +655.0% | +462.3% |
| All | +955.2% | +292.0% | +663.1% | +462.3% |
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