+382.3%
APP vs VIAV
+126.7%
+255.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +4.7% |
| 7D | +0.3% | +11.2% | -10.9% | -4.1% |
| 30D | -1.3% | -2.6% | +1.3% | -2.2% |
| 3M | -36.2% | -20.1% | -16.1% | -33.4% |
| 6M | -34.1% | +25.8% | -60.0% | -48.6% |
| YTD | -53.3% | +109.9% | -163.2% | -73.7% |
| 1Y | -44.5% | +214.3% | -258.8% | -76.1% |
| 3Y | +646.7% | +281.6% | +365.0% | +170.2% |
| 5Y | +306.4% | +132.6% | +173.8% | +123.3% |
| All | +382.3% | +126.7% | +255.7% | +171.8% |
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