-12.9%
AMRZ vs VSAT
+78.7%
-91.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | 0.0% | -0.5% | +0.5% | -0.2% |
| 30D | +15.9% | +4.0% | +11.9% | +15.1% |
| 3M | -9.2% | -11.8% | +2.6% | -8.7% |
| 6M | -20.3% | +6.9% | -27.3% | -21.5% |
| YTD | -21.5% | +117.2% | -138.7% | -29.8% |
| 1Y | -12.9% | +102.4% | -115.3% | -21.8% |
| All | -12.9% | +78.7% | -91.6% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling