+3.5%
VSAT vs ACM
+128.0%
-124.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.7% |
| 7D | +17.3% | -0.3% | +17.6% | +17.5% |
| 30D | -3.3% | -12.9% | +9.6% | +3.8% |
| 3M | +18.7% | -6.4% | +25.1% | +20.6% |
| 6M | +77.6% | -29.2% | +106.8% | +116.3% |
| YTD | +125.6% | -29.9% | +155.6% | +172.5% |
| 1Y | +158.3% | -47.3% | +205.6% | +280.3% |
| 3Y | +226.1% | -19.6% | +245.8% | +269.4% |
| 5Y | +54.7% | +5.5% | +49.1% | +48.0% |
| 10Y | +3.5% | +129.7% | -126.2% | -42.4% |
| All | +3.5% | +128.0% | -124.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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