+9,206.1%
AMAT vs VSAT
+1,246.3%
+7,959.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +2.3% |
| 7D | -14.7% | -17.0% | +2.3% | -10.5% |
| 30D | -36.1% | -9.8% | -26.3% | -34.4% |
| 3M | -36.9% | -22.0% | -14.9% | -33.1% |
| 6M | -22.2% | -5.0% | -17.2% | -22.5% |
| YTD | +29.9% | +85.6% | -55.6% | +7.8% |
| 1Y | +43.3% | +80.2% | -36.9% | +19.0% |
| 3Y | +142.7% | +250.0% | -107.4% | +40.8% |
| 5Y | +126.2% | -4.6% | +130.8% | +69.5% |
| 10Y | +1,211.7% | -7.2% | +1,219.0% | +827.3% |
| All | +9,206.1% | +1,246.3% | +7,959.8% | +2,541.5% |
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