+293.8%
VIAV vs ABCL
+185.8%
+108.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.4% |
| 7D | +7.9% | -3.3% | +11.2% | +8.5% |
| 30D | -20.3% | -7.1% | -13.2% | -19.0% |
| 3M | -28.5% | +4.7% | -33.3% | -28.9% |
| 6M | -42.7% | +140.9% | -183.6% | -50.7% |
| YTD | +72.4% | +236.0% | -163.6% | +39.3% |
| 1Y | +81.5% | +217.4% | -136.0% | +47.7% |
| 3Y | +293.8% | +188.7% | +105.2% | +205.0% |
| All | +293.8% | +185.8% | +108.0% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling