+140.1%
VIAV vs ACM
+2.7%
+137.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.2% |
| 7D | +13.6% | -3.7% | +17.2% | +15.0% |
| 30D | +5.3% | -12.7% | +18.0% | +9.6% |
| 3M | -15.6% | -9.8% | -5.8% | -14.0% |
| 6M | +34.0% | -31.4% | +65.4% | +54.9% |
| YTD | +119.9% | -32.1% | +152.0% | +153.0% |
| 1Y | +235.2% | -47.8% | +283.0% | +338.2% |
| 3Y | +299.8% | -22.1% | +321.9% | +315.3% |
| 5Y | +140.1% | +1.8% | +138.3% | +116.5% |
| All | +140.1% | +2.7% | +137.3% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling