+158.2%
AMAT vs VSAT
+36.3%
+121.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -26.5% | +4.0% | -30.5% | -27.1% |
| 3M | -28.6% | -11.8% | -16.8% | -27.1% |
| 6M | -14.2% | +6.9% | -21.2% | -16.2% |
| YTD | +45.5% | +117.2% | -71.8% | +25.5% |
| 1Y | +59.3% | +102.4% | -43.1% | +38.5% |
| 3Y | +153.1% | +295.5% | -142.4% | +77.7% |
| 5Y | +158.2% | +37.0% | +121.1% | +112.8% |
| All | +158.2% | +36.3% | +121.8% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling