+161.1%
VIAV vs ABCL
-81.3%
+242.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | -4.6% | +0.7% | -5.3% | -4.7% |
| 30D | -10.4% | +93.1% | -103.5% | -18.6% |
| 3M | -34.5% | +79.4% | -113.9% | -40.3% |
| 6M | +7.0% | +214.9% | -207.9% | -10.2% |
| YTD | +95.6% | +234.2% | -138.6% | +61.9% |
| 1Y | +197.2% | +174.8% | +22.4% | +149.5% |
| 3Y | +232.0% | +104.5% | +127.5% | +175.3% |
| 5Y | +102.2% | -39.0% | +141.2% | +79.3% |
| All | +161.1% | -81.3% | +242.4% | +133.1% |
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 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