+8.2%
AJG vs VSAT
+207.8%
-199.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -8.3% | -1.3% | -6.9% | -8.3% |
| 30D | -5.7% | -14.8% | +9.1% | -5.8% |
| 3M | +9.1% | +2.2% | +6.9% | +9.1% |
| 6M | +15.2% | +60.2% | -45.0% | +15.5% |
| YTD | -6.3% | +115.6% | -121.9% | -6.2% |
| 1Y | -19.1% | +132.9% | -152.0% | -19.1% |
| 3Y | +8.2% | +216.1% | -207.9% | +7.9% |
| All | +8.2% | +207.8% | -199.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling