+503.8%
APP vs VIAV
+97.2%
+406.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | +10.6% | +23.7% | -13.2% | +3.3% |
| 30D | +44.6% | -21.2% | +65.8% | +54.2% |
| 3M | +29.6% | -24.5% | +54.1% | +37.0% |
| 6M | -19.8% | -39.1% | +19.3% | -11.3% |
| YTD | -41.6% | +82.6% | -124.2% | -66.6% |
| 1Y | -32.7% | +82.7% | -115.4% | -61.6% |
| 3Y | +799.0% | +315.1% | +484.0% | +177.9% |
| 5Y | +250.4% | +113.4% | +137.0% | +91.7% |
| All | +503.8% | +97.2% | +406.6% | +245.2% |
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