+506.6%
APP vs VIAV
+87.9%
+418.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.6% |
| 7D | +61.1% | +3.2% | +57.9% | +57.8% |
| 30D | +42.8% | -31.8% | +74.5% | +59.6% |
| 3M | +16.7% | -16.6% | +33.3% | +17.5% |
| 6M | -15.6% | -39.4% | +23.9% | -7.1% |
| YTD | -41.3% | +74.0% | -115.3% | -65.9% |
| 1Y | -39.3% | +70.8% | -110.0% | -64.3% |
| 3Y | +803.2% | +295.5% | +507.7% | +183.6% |
| 5Y | +313.2% | +103.3% | +209.8% | +129.5% |
| All | +506.6% | +87.9% | +418.7% | +252.2% |
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