-23.5%
AMRZ vs VSAT
-3.2%
-20.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.0% |
| 7D | +1.2% | -17.0% | +18.2% | +1.6% |
| 30D | +15.1% | -9.8% | +24.8% | +15.0% |
| 3M | -18.1% | -22.0% | +3.9% | -17.5% |
| 6M | -23.5% | -5.0% | -18.5% | -23.0% |
| All | -23.5% | -3.2% | -20.2% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling