+293.8%
VIAV vs ACM
-9.1%
+303.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.7% |
| 7D | +7.9% | +5.6% | +2.3% | +6.6% |
| 30D | -20.3% | +20.8% | -41.1% | -23.7% |
| 3M | -28.5% | +11.4% | -40.0% | -30.6% |
| 6M | -42.7% | +0.9% | -43.7% | -43.5% |
| YTD | +72.4% | -24.8% | +97.2% | +91.3% |
| 1Y | +81.5% | -46.4% | +127.9% | +137.9% |
| 3Y | +293.8% | -9.2% | +303.1% | +264.1% |
| All | +293.8% | -9.1% | +303.0% | +264.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling