+1,751.9%
ABT vs VSAT
+1,485.7%
+266.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.7% |
| 7D | -3.7% | +11.8% | -15.5% | -4.3% |
| 30D | +2.5% | -7.0% | +9.5% | +2.8% |
| 3M | +20.2% | +3.3% | +16.9% | +19.1% |
| 6M | -2.9% | +57.4% | -60.4% | -6.7% |
| YTD | -11.9% | +118.6% | -130.5% | -17.3% |
| 1Y | -16.5% | +150.2% | -166.8% | -22.7% |
| 3Y | +12.1% | +160.7% | -148.6% | -1.2% |
| 5Y | -7.4% | +51.2% | -58.6% | -17.4% |
| 10Y | +210.7% | -0.7% | +211.4% | +177.6% |
| All | +1,751.9% | +1,485.7% | +266.3% | +1,241.3% |
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 · 6 months rolling