-14.7%
AMRZ vs VSAT
+493.1%
-507.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.5% | -0.8% |
| 7D | -1.9% | +11.8% | -13.7% | -2.8% |
| 30D | -16.9% | -7.0% | -9.9% | -16.5% |
| 3M | -19.2% | +3.3% | -22.5% | -19.8% |
| 6M | -29.3% | +57.4% | -86.7% | -33.2% |
| YTD | -18.0% | +118.6% | -136.5% | -25.1% |
| 1Y | -15.1% | +150.2% | -165.3% | -23.3% |
| All | -14.7% | +493.1% | -507.7% | -15.3% |
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