+132.6%
VIAV vs AWK
-17.3%
+149.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | +11.2% | -0.7% | +12.0% | +11.2% |
| 30D | -2.6% | +2.8% | -5.4% | -2.8% |
| 3M | -20.1% | +11.3% | -31.4% | -21.2% |
| 6M | +25.8% | +6.7% | +19.1% | +24.7% |
| YTD | +109.9% | +9.4% | +100.5% | +106.5% |
| 1Y | +214.3% | +3.7% | +210.6% | +212.1% |
| 3Y | +281.6% | +9.2% | +272.4% | +264.0% |
| 5Y | +132.6% | -15.7% | +148.3% | +126.0% |
| All | +132.6% | -17.3% | +149.8% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling