+232.0%
VIAV vs AS
+131.9%
+100.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.9% | +6.8% |
| 7D | +12.3% | -3.0% | +15.3% | +12.9% |
| 30D | -21.0% | +9.6% | -30.5% | -22.0% |
| 3M | -14.1% | -8.2% | -5.9% | -13.3% |
| 6M | -39.9% | -9.9% | -30.0% | -39.5% |
| YTD | +85.2% | -16.8% | +102.0% | +87.6% |
| 1Y | +84.3% | +3.0% | +81.3% | +81.8% |
| All | +232.0% | +131.9% | +100.1% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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