+216.1%
VIAV vs AWK
+1.9%
+214.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +2.3% |
| 7D | +11.2% | -2.1% | +13.3% | +9.2% |
| 30D | -10.1% | +2.1% | -12.2% | -8.0% |
| 3M | -22.9% | +11.4% | -34.2% | -16.0% |
| 6M | +28.8% | +3.9% | +24.9% | +35.7% |
| YTD | +117.5% | +7.7% | +109.8% | +132.7% |
| 1Y | +216.1% | +1.3% | +214.8% | +234.1% |
| All | +216.1% | +1.9% | +214.1% | +234.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling