+1,776.6%
APD vs VSAT
+1,246.3%
+530.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.3% |
| 7D | -3.7% | -17.0% | +13.3% | -2.0% |
| 30D | +9.6% | -9.8% | +19.4% | +10.2% |
| 3M | +1.6% | -22.0% | +23.6% | +3.5% |
| 6M | +2.2% | -5.0% | +7.2% | +0.6% |
| YTD | +25.9% | +85.6% | -59.7% | +13.9% |
| 1Y | +20.1% | +80.2% | -60.1% | +8.6% |
| 3Y | +12.4% | +250.0% | -237.6% | -13.5% |
| 5Y | +11.1% | -4.6% | +15.7% | -4.4% |
| 10Y | +190.1% | -7.2% | +197.4% | +139.7% |
| All | +1,776.6% | +1,246.3% | +530.3% | +1,081.4% |
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