+969.7%
AWK vs VSAT
+248.7%
+721.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.5% |
| 7D | +1.7% | +11.8% | -10.1% | +0.8% |
| 30D | +5.6% | -7.0% | +12.6% | +6.0% |
| 3M | +15.9% | +3.3% | +12.6% | +14.4% |
| 6M | +4.6% | +57.4% | -52.9% | -1.2% |
| YTD | +10.1% | +118.6% | -108.5% | +0.4% |
| 1Y | +2.1% | +150.2% | -148.1% | -8.9% |
| 3Y | +9.8% | +160.7% | -150.9% | -8.3% |
| 5Y | -15.4% | +51.2% | -66.5% | -27.7% |
| 10Y | +129.4% | -0.7% | +130.1% | +94.3% |
| All | +969.7% | +248.7% | +721.0% | +522.8% |
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 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