+193.5%
VIAV vs ABCL
-81.9%
+275.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.5% |
| 7D | +13.6% | -2.7% | +16.3% | +13.9% |
| 30D | +5.3% | +18.3% | -13.0% | +2.9% |
| 3M | -15.6% | +108.5% | -124.1% | -24.7% |
| 6M | +34.0% | +213.9% | -179.9% | +12.4% |
| YTD | +119.9% | +223.1% | -103.2% | +82.7% |
| 1Y | +235.2% | +160.6% | +74.5% | +183.2% |
| 3Y | +299.8% | +104.3% | +195.5% | +231.7% |
| 5Y | +140.1% | -40.0% | +180.1% | +113.7% |
| All | +193.5% | -81.9% | +275.4% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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