+404.6%
VIAV vs AWK
+132.0%
+272.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | +11.2% | -2.1% | +13.3% | +11.6% |
| 30D | -10.1% | +2.1% | -12.2% | -10.7% |
| 3M | -22.9% | +11.4% | -34.2% | -25.3% |
| 6M | +28.8% | +3.9% | +24.9% | +26.4% |
| YTD | +117.5% | +7.7% | +109.8% | +110.8% |
| 1Y | +216.1% | +1.3% | +214.8% | +210.5% |
| 3Y | +292.2% | +7.2% | +285.0% | +269.9% |
| 5Y | +141.0% | -17.0% | +158.0% | +145.1% |
| All | +404.6% | +132.0% | +272.6% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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