+75.3%
VIAV vs ALM
+44.8%
+30.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.6% |
| 7D | -14.7% | -6.4% | -8.4% | -12.7% |
| 30D | -37.4% | -35.0% | -2.4% | -27.9% |
| 3M | -27.1% | -33.8% | +6.7% | -16.9% |
| 6M | -44.0% | -55.0% | +11.0% | -30.4% |
| YTD | +64.9% | -0.2% | +65.1% | +96.8% |
| 1Y | +75.3% | +41.8% | +33.5% | +98.8% |
| All | +75.3% | +44.8% | +30.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling