+528.8%
APP vs VIAV
+93.8%
+435.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.3% | -7.5% | +0.9% |
| 7D | +79.2% | +15.0% | +64.1% | +69.3% |
| 30D | +48.0% | -29.7% | +77.6% | +63.8% |
| 3M | +18.2% | -18.3% | +36.5% | +20.3% |
| 6M | -12.5% | -37.6% | +25.1% | -4.7% |
| YTD | -39.2% | +79.5% | -118.6% | -65.0% |
| 1Y | -33.9% | +79.6% | -113.4% | -62.0% |
| 3Y | +933.3% | +310.0% | +623.3% | +220.0% |
| 5Y | +295.9% | +105.9% | +189.9% | +120.0% |
| All | +528.8% | +93.8% | +435.0% | +261.5% |
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