-18.5%
AMRZ vs VSAT
+403.5%
-422.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.4% |
| 7D | +1.2% | -17.0% | +18.2% | +2.3% |
| 30D | +15.1% | -9.8% | +24.8% | +15.4% |
| 3M | -18.1% | -22.0% | +3.9% | -16.9% |
| 6M | -23.5% | -5.0% | -18.5% | -24.2% |
| YTD | -21.6% | +85.6% | -107.2% | -27.9% |
| 1Y | -14.7% | +80.2% | -94.9% | -21.6% |
| All | -18.5% | +403.5% | -422.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling