+290.8%
VIAV vs ALM
+2,100.8%
-1,810.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -6.1% |
| 7D | +7.9% | +1.2% | +6.7% | +7.8% |
| 30D | -20.3% | -19.3% | -1.0% | -19.2% |
| 3M | -28.5% | -40.6% | +12.1% | -26.2% |
| 6M | -42.7% | -57.9% | +15.2% | -40.0% |
| YTD | +72.4% | -6.7% | +79.1% | +77.1% |
| 1Y | +81.5% | +20.2% | +61.3% | +85.4% |
| 3Y | +293.8% | +879.4% | -585.6% | +281.4% |
| 5Y | +101.4% | +415.3% | -313.8% | +96.2% |
| All | +290.8% | +2,100.8% | -1,810.0% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling