+132.3%
VIAV vs ABCL
-79.6%
+211.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +3.2% | +2.3% | +0.9% | +3.0% |
| 30D | -31.8% | -0.7% | -31.1% | -31.4% |
| 3M | -16.6% | +33.4% | -50.0% | -19.7% |
| 6M | -39.4% | +137.8% | -177.2% | -47.0% |
| YTD | +74.0% | +264.3% | -190.3% | +42.7% |
| 1Y | +70.8% | +209.2% | -138.4% | +42.8% |
| 3Y | +295.5% | +208.4% | +87.1% | +214.4% |
| 5Y | +103.3% | -11.9% | +115.2% | +76.6% |
| All | +132.3% | -79.6% | +211.9% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling