+420.3%
VIAV vs ACGL
+270.1%
+150.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +13.6% | -2.1% | +15.7% | +14.2% |
| 30D | +5.3% | -2.2% | +7.5% | +5.8% |
| 3M | -15.6% | +6.3% | -21.9% | -18.4% |
| 6M | +34.0% | +0.5% | +33.5% | +31.5% |
| YTD | +119.9% | +0.2% | +119.7% | +115.3% |
| 1Y | +235.2% | +7.3% | +227.9% | +219.0% |
| 3Y | +299.8% | +30.8% | +269.0% | +236.0% |
| 5Y | +140.1% | +155.8% | -15.7% | +41.6% |
| 10Y | +420.3% | +276.3% | +144.0% | +157.1% |
| All | +420.3% | +270.1% | +150.2% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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