+295.4%
VIAV vs ACM
+252.1%
+43.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.9% |
| 7D | +7.9% | +5.6% | +2.3% | +5.2% |
| 30D | -20.3% | +20.8% | -41.1% | -27.6% |
| 3M | -28.5% | +11.4% | -40.0% | -33.0% |
| 6M | -42.7% | +0.9% | -43.7% | -44.9% |
| YTD | +72.4% | -24.8% | +97.2% | +90.4% |
| 1Y | +81.5% | -46.4% | +127.9% | +137.6% |
| 3Y | +293.8% | -9.2% | +303.1% | +286.9% |
| 5Y | +101.4% | +5.0% | +96.5% | +80.7% |
| 10Y | +293.8% | +130.6% | +163.3% | +111.3% |
| All | +295.4% | +252.1% | +43.3% | +61.7% |
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 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