+294.2%
VIAV vs AS
+107.2%
+186.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | +13.6% | -2.8% | +16.3% | +13.9% |
| 30D | +5.3% | -23.2% | +28.5% | +9.0% |
| 3M | -15.6% | -20.1% | +4.5% | -13.6% |
| 6M | +34.0% | -18.5% | +52.5% | +36.6% |
| YTD | +119.9% | -25.6% | +145.5% | +126.4% |
| 1Y | +235.2% | -24.4% | +259.5% | +244.1% |
| All | +294.2% | +107.2% | +186.9% | +242.6% |
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