-65.3%
AAOX vs VSAT
+60.0%
-125.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +7.9% | +7.6% |
| 7D | +15.2% | +17.3% | -2.1% | -3.7% |
| 30D | -40.3% | -3.3% | -37.1% | -36.2% |
| 3M | -81.2% | +18.7% | -99.9% | -82.9% |
| All | -65.3% | +60.0% | -125.3% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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 · Available span rolling