+211.1%
VIAV vs AG
+264.0%
-53.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.6% |
| 7D | +23.7% | -6.0% | +29.8% | +24.9% |
| 30D | -21.2% | -14.3% | -6.8% | -19.2% |
| 3M | -24.5% | -26.9% | +2.4% | -21.1% |
| 6M | -39.1% | -42.1% | +3.1% | -34.3% |
| YTD | +82.6% | -15.9% | +98.5% | +84.1% |
| 1Y | +82.7% | +11.5% | +71.2% | +76.6% |
| 3Y | +315.1% | +208.0% | +107.1% | +231.5% |
| 5Y | +113.4% | +2.4% | +111.0% | +90.5% |
| 10Y | +317.2% | +77.0% | +240.2% | +200.4% |
| All | +211.1% | +264.0% | -53.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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