+323.1%
VIAV vs ALHC
+28.2%
+294.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.2% | +6.4% |
| 7D | +12.3% | -5.5% | +17.8% | +12.6% |
| 30D | -21.0% | -4.9% | -16.0% | -20.8% |
| 3M | -14.1% | -41.7% | +27.7% | -12.4% |
| 6M | -39.9% | -55.2% | +15.3% | -38.5% |
| YTD | +85.2% | -61.1% | +146.2% | +91.1% |
| 1Y | +84.3% | -53.3% | +137.6% | +88.6% |
| All | +323.1% | +28.2% | +294.9% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling