+312.0%
APA vs VSAT
+1,485.7%
-1,173.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -4.0% |
| 7D | +0.5% | +11.8% | -11.3% | -1.3% |
| 30D | +23.4% | -7.0% | +30.4% | +24.5% |
| 3M | +12.7% | +3.3% | +9.4% | +9.9% |
| 6M | +39.4% | +57.4% | -18.0% | +24.7% |
| YTD | +79.0% | +118.6% | -39.6% | +50.1% |
| 1Y | +88.8% | +150.2% | -61.4% | +52.5% |
| 3Y | +6.4% | +160.7% | -154.4% | -24.4% |
| 5Y | +153.0% | +51.2% | +101.8% | +87.9% |
| 10Y | +7.5% | -0.7% | +8.2% | -16.2% |
| All | +312.0% | +1,485.7% | -1,173.7% | +153.9% |
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