+296.6%
VIAV vs ALM
+2,150.5%
-1,853.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.5% |
| 7D | +13.6% | +3.6% | +9.9% | +13.2% |
| 30D | +5.3% | +33.8% | -28.5% | +2.2% |
| 3M | -15.6% | +14.8% | -30.4% | -17.2% |
| 6M | +34.0% | -7.0% | +40.9% | +32.8% |
| YTD | +119.9% | +108.1% | +11.8% | +115.4% |
| 1Y | +235.2% | +313.8% | -78.6% | +224.2% |
| All | +296.6% | +2,150.5% | -1,853.9% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling