+377.7%
VIAV vs AWK
+967.2%
-589.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.2% | +11.4% | +11.2% |
| 7D | +11.3% | +2.2% | +9.1% | +10.4% |
| 30D | -1.0% | +4.4% | -5.4% | -3.0% |
| 3M | -20.5% | +15.4% | -35.9% | -25.9% |
| 6M | +39.0% | +3.5% | +35.5% | +34.7% |
| YTD | +117.5% | +9.8% | +107.7% | +104.7% |
| 1Y | +233.8% | +3.0% | +230.8% | +220.6% |
| 3Y | +295.4% | +9.7% | +285.8% | +257.1% |
| 5Y | +134.3% | -17.2% | +151.4% | +138.5% |
| 10Y | +398.7% | +126.1% | +272.6% | +178.8% |
| All | +377.7% | +967.2% | -589.5% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling