+132.6%
VIAV vs ALM
+856.4%
-723.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -3.7% |
| 7D | +11.2% | -7.1% | +18.3% | +12.0% |
| 30D | -2.6% | +24.7% | -27.3% | -4.4% |
| 3M | -20.1% | +8.3% | -28.4% | -20.9% |
| 6M | +25.8% | -22.2% | +48.0% | +26.4% |
| YTD | +109.9% | +88.1% | +21.8% | +107.2% |
| 1Y | +214.3% | +272.4% | -58.1% | +205.7% |
| 3Y | +281.6% | +2,004.1% | -1,722.5% | +258.5% |
| 5Y | +132.6% | +915.8% | -783.2% | +118.8% |
| All | +132.6% | +856.4% | -723.8% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling