+292.2%
VIAV vs ACM
-19.8%
+312.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.8% | +12.0% | +11.4% |
| 7D | +11.3% | -0.3% | +11.6% | +11.4% |
| 30D | -1.0% | -12.9% | +11.9% | +3.0% |
| 3M | -20.5% | -6.4% | -14.1% | -20.0% |
| 6M | +39.0% | -29.2% | +68.2% | +57.8% |
| YTD | +117.5% | -29.9% | +147.4% | +145.7% |
| 1Y | +233.8% | -47.3% | +281.0% | +331.9% |
| All | +292.2% | -19.8% | +312.0% | +281.4% |
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