+3,805.7%
AFL vs VSAT
+1,536.8%
+2,268.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -5.0% | -2.1% |
| 7D | -0.7% | +17.3% | -18.0% | -2.6% |
| 30D | -7.1% | -3.3% | -3.8% | -7.0% |
| 3M | +0.4% | +18.7% | -18.3% | -3.1% |
| 6M | +4.5% | +77.6% | -73.0% | -5.1% |
| YTD | +6.1% | +125.6% | -119.6% | -7.5% |
| 1Y | +10.6% | +158.3% | -147.7% | -6.4% |
| 3Y | +64.0% | +226.1% | -162.1% | +21.5% |
| 5Y | +133.7% | +54.7% | +79.1% | +83.0% |
| 10Y | +298.0% | +3.5% | +294.5% | +217.8% |
| All | +3,805.7% | +1,536.8% | +2,268.8% | +2,318.7% |
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