+100.0%
VIAV vs ALHC
-60.6%
+160.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +23.7% | -0.8% | +24.5% | +23.7% |
| 30D | -21.2% | -9.6% | -11.5% | -20.5% |
| 3M | -24.5% | -44.5% | +20.0% | -21.3% |
| 6M | -39.1% | -59.2% | +20.1% | -35.5% |
| YTD | +82.6% | -62.0% | +144.6% | +94.1% |
| 1Y | +82.7% | -54.8% | +137.5% | +91.0% |
| 3Y | +315.1% | +25.0% | +290.1% | +274.5% |
| 5Y | +113.4% | -65.3% | +178.7% | +106.1% |
| All | +100.0% | -60.6% | +160.6% | +89.2% |
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