+292.4%
VIAV vs AR
-28.5%
+320.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +23.7% | +6.4% | +17.3% | +22.9% |
| 30D | -21.2% | +3.1% | -24.3% | -21.5% |
| 3M | -24.5% | +3.3% | -27.8% | -25.0% |
| 6M | -39.1% | +6.6% | -45.6% | -39.8% |
| YTD | +82.6% | +12.3% | +70.3% | +78.6% |
| 1Y | +82.7% | +12.3% | +70.4% | +78.6% |
| 3Y | +315.1% | +50.4% | +264.6% | +287.5% |
| 5Y | +113.4% | +101.0% | +12.4% | +88.2% |
| 10Y | +317.2% | +57.5% | +259.7% | +246.7% |
| All | +292.4% | -28.5% | +320.9% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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