+114.8%
VSAT vs ABCL
-79.6%
+194.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +4.0% | -0.7% | +4.6% | +4.4% |
| 3M | -11.8% | +33.4% | -45.2% | -18.9% |
| 6M | +6.9% | +137.8% | -130.9% | -18.0% |
| YTD | +117.2% | +264.3% | -147.1% | +47.0% |
| 1Y | +102.4% | +209.2% | -106.7% | +42.9% |
| 3Y | +295.5% | +208.4% | +87.0% | +159.5% |
| 5Y | +37.0% | -11.9% | +48.9% | +4.5% |
| All | +114.8% | -79.6% | +194.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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