+270.1%
VSAT vs ACM
-9.1%
+279.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.3% |
| 7D | +5.9% | +5.6% | +0.3% | +2.3% |
| 30D | +9.7% | +20.8% | -11.1% | -3.7% |
| 3M | -18.3% | +11.4% | -29.7% | -25.0% |
| 6M | -4.1% | +0.9% | -5.0% | -7.7% |
| YTD | +96.5% | -24.8% | +121.3% | +138.7% |
| 1Y | +89.3% | -46.4% | +135.7% | +241.9% |
| 3Y | +270.1% | -9.2% | +279.3% | +214.0% |
| All | +270.1% | -9.1% | +279.2% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling