+35.3%
VSAT vs ACM
+3.6%
+31.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +5.2% | +11.1% | +12.4% |
| 7D | +0.4% | +6.9% | -6.5% | -4.3% |
| 30D | +3.3% | +19.1% | -15.8% | -9.2% |
| 3M | -7.5% | -6.9% | -0.5% | -4.1% |
| 6M | +6.2% | -12.0% | +18.3% | +13.6% |
| YTD | +115.8% | -25.1% | +140.9% | +159.9% |
| 1Y | +107.7% | -45.4% | +153.1% | +241.4% |
| 3Y | +292.0% | -6.9% | +298.9% | +289.8% |
| 5Y | +35.3% | +3.7% | +31.6% | +19.3% |
| All | +35.3% | +3.6% | +31.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling