+222.5%
VIAV vs ADVB
-88.3%
+310.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.7% |
| 7D | -4.6% | -3.8% | -0.8% | -4.6% |
| 30D | -10.4% | +17.6% | -28.0% | -10.7% |
| 3M | -34.5% | +119.1% | -153.6% | -37.5% |
| 6M | +7.0% | +103.4% | -96.4% | +0.6% |
| YTD | +95.6% | +59.8% | +35.8% | +85.1% |
| 1Y | +197.2% | +8.5% | +188.6% | +187.3% |
| All | +222.5% | -88.3% | +310.8% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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