+2,871.3%
VIAV vs APD
+2,976.9%
-105.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.2% |
| 7D | -4.6% | -2.2% | -2.4% | -3.4% |
| 30D | -10.4% | +2.1% | -12.5% | -11.8% |
| 3M | -34.5% | +7.2% | -41.7% | -37.7% |
| 6M | +7.0% | +11.2% | -4.3% | -0.2% |
| YTD | +95.6% | +24.4% | +71.2% | +70.6% |
| 1Y | +197.2% | +6.7% | +190.5% | +178.7% |
| 3Y | +232.0% | +9.2% | +222.8% | +195.3% |
| 5Y | +102.2% | +27.4% | +74.8% | +59.2% |
| 10Y | +344.6% | +164.8% | +179.8% | +114.7% |
| All | +2,871.3% | +2,976.9% | -105.6% | +410.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 all: compounded portfolio wealth divided by compounded APD 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…
all analysis · Full analysis span regression · 6 months rolling