+348.6%
VIAV vs ACM
+230.8%
+117.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -4.6% | -3.7% | -0.9% | -2.8% |
| 30D | -10.4% | -11.1% | +0.7% | -6.6% |
| 3M | -34.5% | -8.0% | -26.5% | -33.5% |
| 6M | +7.0% | -29.7% | +36.6% | +23.9% |
| YTD | +95.6% | -29.4% | +125.0% | +123.9% |
| 1Y | +197.2% | -46.4% | +243.6% | +289.9% |
| 3Y | +232.0% | -22.3% | +254.3% | +254.5% |
| 5Y | +102.2% | +4.5% | +97.7% | +81.5% |
| 10Y | +344.6% | +127.6% | +217.0% | +139.2% |
| All | +348.6% | +230.8% | +117.9% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling