+404.6%
VIAV vs ARMK
+146.1%
+258.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.5% | +2.5% |
| 7D | +11.2% | +3.1% | +8.0% | +10.1% |
| 30D | -10.1% | -2.8% | -7.3% | -9.2% |
| 3M | -22.9% | +7.6% | -30.5% | -24.8% |
| 6M | +28.8% | +47.9% | -19.1% | +12.7% |
| YTD | +117.5% | +60.0% | +57.4% | +84.6% |
| 1Y | +216.1% | +52.2% | +163.8% | +172.0% |
| 3Y | +292.2% | +131.4% | +160.8% | +187.1% |
| 5Y | +141.0% | +163.2% | -22.2% | +66.5% |
| All | +404.6% | +146.1% | +258.5% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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