+387.0%
VIAV vs ACM
+131.7%
+255.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.8% | -3.8% |
| 7D | +11.2% | -5.9% | +17.1% | +14.0% |
| 30D | -2.6% | -6.2% | +3.6% | -1.2% |
| 3M | -20.1% | -7.9% | -12.2% | -19.3% |
| 6M | +25.8% | -30.6% | +56.5% | +44.3% |
| YTD | +109.9% | -33.3% | +143.2% | +142.9% |
| 1Y | +214.3% | -49.2% | +263.5% | +311.4% |
| 3Y | +281.6% | -23.5% | +305.1% | +306.5% |
| 5Y | +132.6% | +0.9% | +131.6% | +114.7% |
| All | +387.0% | +131.7% | +255.3% | +197.7% |
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