+132.1%
AWK vs VSAT
+3.1%
+128.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -0.5% |
| 7D | -0.7% | +3.4% | -4.2% | -1.0% |
| 30D | +2.8% | -12.2% | +15.0% | +3.4% |
| 3M | +11.3% | +20.6% | -9.3% | +9.4% |
| 6M | +6.7% | +60.2% | -53.5% | +2.3% |
| YTD | +9.4% | +115.3% | -105.9% | +2.4% |
| 1Y | +3.7% | +154.6% | -150.8% | -4.7% |
| 3Y | +9.2% | +211.2% | -201.9% | -5.7% |
| 5Y | -15.7% | +52.7% | -68.4% | -24.4% |
| All | +132.1% | +3.1% | +128.9% | +96.8% |
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