-10.2%
AMCR vs VSAT
+50.0%
-60.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | -5.0% | +3.4% | -8.4% | -5.2% |
| 30D | -8.0% | -12.2% | +4.3% | -7.3% |
| 3M | +14.3% | +20.6% | -6.3% | +12.0% |
| 6M | +5.3% | +60.2% | -54.9% | +0.9% |
| YTD | +7.7% | +115.3% | -107.5% | +0.7% |
| 1Y | +10.8% | +154.6% | -143.7% | +1.8% |
| 3Y | +9.6% | +211.2% | -201.6% | -5.9% |
| 5Y | -10.2% | +52.7% | -62.9% | -22.2% |
| All | -10.2% | +50.0% | -60.2% | -22.2% |
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