+155.1%
AWK vs VSAT
-11.9%
+166.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.5% |
| 7D | -2.6% | +20.0% | -22.6% | -3.5% |
| 30D | +14.2% | +6.5% | +7.7% | +13.4% |
| 3M | +10.0% | -18.3% | +28.4% | +10.7% |
| 6M | +17.1% | +0.4% | +16.7% | +15.6% |
| YTD | +16.1% | +106.7% | -90.6% | +8.6% |
| 1Y | +17.5% | +89.9% | -72.3% | +10.2% |
| 3Y | +29.3% | +276.3% | -247.0% | +8.8% |
| 5Y | -3.5% | +32.9% | -36.4% | -11.5% |
| All | +155.1% | -11.9% | +166.9% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling