+2,770.9%
AVGO vs VIAV
+419.4%
+2,351.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.2% |
| 7D | +1.1% | +11.2% | -10.0% | -3.4% |
| 30D | -13.0% | -10.1% | -2.9% | -9.8% |
| 3M | -6.0% | -22.9% | +16.9% | +1.2% |
| 6M | +6.4% | +28.8% | -22.4% | -12.0% |
| YTD | +5.0% | +117.5% | -112.5% | -34.9% |
| 1Y | +1.4% | +216.1% | -214.7% | -48.7% |
| 3Y | +336.8% | +292.2% | +44.6% | +89.8% |
| 5Y | +698.2% | +141.0% | +557.2% | +336.4% |
| All | +2,770.9% | +419.4% | +2,351.5% | +1,031.2% |
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