+116.1%
VSAT vs ABCL
-81.3%
+197.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.3% |
| 7D | +11.8% | +0.7% | +11.1% | +11.6% |
| 30D | -7.0% | +93.1% | -100.1% | -23.4% |
| 3M | +3.3% | +79.4% | -76.2% | -13.6% |
| 6M | +57.4% | +214.9% | -157.4% | +12.3% |
| YTD | +118.6% | +234.2% | -115.6% | +51.7% |
| 1Y | +150.2% | +174.8% | -24.5% | +80.8% |
| 3Y | +160.7% | +104.5% | +56.2% | +85.5% |
| 5Y | +51.2% | -39.0% | +90.2% | +19.7% |
| All | +116.1% | -81.3% | +197.4% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling