+205.8%
VIAV vs ALC
+16.1%
+189.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | +11.2% | -6.3% | +17.5% | +14.0% |
| 30D | -10.1% | -10.3% | +0.1% | -6.4% |
| 3M | -22.9% | -0.7% | -22.1% | -24.1% |
| 6M | +28.8% | -17.8% | +46.6% | +37.4% |
| YTD | +117.5% | -15.8% | +133.3% | +128.4% |
| 1Y | +216.1% | -16.7% | +232.8% | +233.1% |
| 3Y | +292.2% | -19.7% | +311.9% | +306.5% |
| 5Y | +141.0% | -19.8% | +160.8% | +145.3% |
| All | +205.8% | +16.1% | +189.7% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling