+14.9%
VSAT vs ABCL
-21.8%
+36.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.7% | +1.0% | +5.5% |
| 7D | -17.0% | -3.2% | -13.8% | -16.1% |
| 30D | -9.8% | -7.4% | -2.4% | -7.3% |
| 3M | -22.0% | +81.9% | -103.9% | -37.9% |
| 6M | -5.0% | +135.7% | -140.7% | -32.2% |
| YTD | +85.6% | +247.4% | -161.8% | +14.0% |
| 1Y | +80.2% | +162.3% | -82.1% | +20.8% |
| 3Y | +250.0% | +165.5% | +84.6% | +110.5% |
| All | +14.9% | -21.8% | +36.7% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling