+134.3%
VIAV vs ABCL
-39.9%
+174.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.1% |
| 7D | +11.3% | +1.4% | +9.9% | +11.1% |
| 30D | -1.0% | +65.1% | -66.1% | -9.2% |
| 3M | -20.5% | +111.1% | -131.6% | -30.5% |
| 6M | +39.0% | +231.6% | -192.6% | +11.9% |
| YTD | +117.5% | +234.5% | -117.1% | +73.5% |
| 1Y | +233.8% | +174.3% | +59.4% | +171.0% |
| 3Y | +295.4% | +111.5% | +183.9% | +216.1% |
| 5Y | +134.3% | -37.3% | +171.6% | +107.2% |
| All | +134.3% | -39.9% | +174.2% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling