+702.5%
ADM vs VSAT
+1,476.0%
-773.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | -1.8% | -0.5% | -1.3% | -2.1% |
| 30D | -13.3% | +4.0% | -17.2% | -14.0% |
| 3M | -13.4% | -11.8% | -1.6% | -13.1% |
| 6M | -9.6% | +6.9% | -16.5% | -11.8% |
| YTD | +23.0% | +117.2% | -94.2% | +11.7% |
| 1Y | +27.4% | +102.4% | -75.1% | +16.0% |
| 3Y | +5.7% | +295.5% | -289.8% | -15.7% |
| 5Y | +22.1% | +37.0% | -15.0% | +4.4% |
| 10Y | +106.0% | -6.0% | +112.0% | +76.0% |
| All | +702.5% | +1,476.0% | -773.5% | +514.9% |
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