+404.6%
VIAV vs AME
+445.1%
-40.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.4% | +1.3% |
| 7D | +11.2% | +1.7% | +9.4% | +9.8% |
| 30D | -10.1% | -6.4% | -3.7% | -5.5% |
| 3M | -22.9% | +7.1% | -30.0% | -25.8% |
| 6M | +28.8% | +8.2% | +20.6% | +23.8% |
| YTD | +117.5% | +18.2% | +99.3% | +98.5% |
| 1Y | +216.1% | +26.7% | +189.3% | +177.3% |
| 3Y | +292.2% | +60.7% | +231.5% | +190.6% |
| 5Y | +141.0% | +91.6% | +49.4% | +57.5% |
| All | +404.6% | +445.1% | -40.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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