+391.7%
APP vs VIAV
+111.3%
+280.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.4% | +0.9% |
| 7D | +0.9% | -4.6% | +5.5% | +2.6% |
| 30D | -23.3% | -10.4% | -12.9% | -21.7% |
| 3M | -42.6% | -34.5% | -8.2% | -35.0% |
| 6M | -33.6% | +7.0% | -40.6% | -44.2% |
| YTD | -52.4% | +95.6% | -148.0% | -72.3% |
| 1Y | -35.9% | +197.2% | -233.1% | -71.7% |
| 3Y | +642.2% | +232.0% | +410.2% | +193.0% |
| 5Y | +311.1% | +102.2% | +208.9% | +142.2% |
| All | +391.7% | +111.3% | +280.4% | +185.8% |
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 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