+129.9%
VIAV vs ALHC
-33.0%
+162.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.5% | -4.4% |
| 7D | +11.2% | -5.8% | +17.0% | +11.8% |
| 30D | -2.6% | -3.3% | +0.7% | -2.3% |
| 3M | -20.1% | -37.9% | +17.8% | -17.2% |
| 6M | +25.8% | -29.5% | +55.3% | +27.9% |
| YTD | +109.9% | -35.4% | +145.3% | +115.0% |
| 1Y | +214.3% | -22.4% | +236.7% | +215.4% |
| 3Y | +281.6% | +146.3% | +135.3% | +223.6% |
| 5Y | +132.6% | -32.0% | +164.6% | +114.8% |
| All | +129.9% | -33.0% | +162.9% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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