+100.2%
AMCR vs VSAT
+67.9%
+32.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.7% |
| 7D | -1.9% | +11.8% | -13.7% | -2.9% |
| 30D | -4.1% | -7.0% | +3.0% | -3.6% |
| 3M | +21.7% | +3.3% | +18.4% | +20.1% |
| 6M | +1.5% | +57.4% | -56.0% | -4.1% |
| YTD | +13.1% | +118.6% | -105.4% | +3.0% |
| 1Y | +13.0% | +150.2% | -137.2% | +0.7% |
| 3Y | +6.9% | +160.7% | -153.8% | -11.2% |
| 5Y | -10.5% | +51.2% | -61.6% | -23.9% |
| 10Y | +20.9% | -0.7% | +21.5% | -4.0% |
| All | +100.2% | +67.9% | +32.3% | +63.3% |
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