+290.8%
VIAV vs ACM
+132.6%
+158.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.8% |
| 7D | +7.9% | +5.6% | +2.3% | +5.6% |
| 30D | -20.3% | +20.8% | -41.1% | -26.6% |
| 3M | -28.5% | +11.4% | -40.0% | -32.4% |
| 6M | -42.7% | +0.9% | -43.7% | -44.5% |
| YTD | +72.4% | -24.8% | +97.2% | +89.9% |
| 1Y | +81.5% | -46.4% | +127.9% | +134.8% |
| 3Y | +293.8% | -9.2% | +303.1% | +288.3% |
| 5Y | +101.4% | +5.0% | +96.5% | +82.6% |
| All | +290.8% | +132.6% | +158.2% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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