+114.3%
VIAV vs ALHC
-28.9%
+143.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.6% | -0.6% | -4.0% | -4.6% |
| 30D | -10.4% | -1.0% | -9.4% | -10.4% |
| 3M | -34.5% | -10.2% | -24.3% | -34.8% |
| 6M | +7.0% | -28.3% | +35.2% | +8.7% |
| YTD | +95.6% | -31.4% | +127.1% | +99.3% |
| 1Y | +197.2% | -16.9% | +214.1% | +196.5% |
| 3Y | +232.0% | +135.5% | +96.5% | +183.8% |
| 5Y | +102.2% | -33.6% | +135.8% | +86.8% |
| All | +114.3% | -28.9% | +143.2% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling