+404.6%
VIAV vs AMCR
+14.6%
+389.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.2% |
| 7D | +11.2% | -6.3% | +17.4% | +13.6% |
| 30D | -10.1% | -7.8% | -2.3% | -7.7% |
| 3M | -22.9% | +7.5% | -30.4% | -26.1% |
| 6M | +28.8% | +2.7% | +26.1% | +25.2% |
| YTD | +117.5% | +6.0% | +111.4% | +106.5% |
| 1Y | +216.1% | +7.8% | +208.3% | +197.3% |
| 3Y | +292.2% | +5.8% | +286.4% | +263.3% |
| 5Y | +141.0% | -11.6% | +152.6% | +138.7% |
| All | +404.6% | +14.6% | +389.9% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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