+311.3%
ARM vs VIAV
+293.4%
+17.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | -1.4% |
| 7D | +11.4% | +11.3% | +0.1% | +5.8% |
| 30D | -7.4% | -1.0% | -6.4% | -7.9% |
| 3M | -24.5% | -20.5% | -4.0% | -17.5% |
| 6M | +128.7% | +39.0% | +89.7% | +89.8% |
| YTD | +139.3% | +117.5% | +21.8% | +51.6% |
| 1Y | +88.0% | +233.8% | -145.8% | -11.3% |
| All | +311.3% | +293.4% | +17.9% | +62.7% |
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