+125.0%
VSAT vs ACM
+230.8%
-105.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +11.8% | -3.7% | +15.5% | +13.9% |
| 30D | -7.0% | -11.1% | +4.1% | -2.9% |
| 3M | +3.3% | -8.0% | +11.3% | +5.7% |
| 6M | +57.4% | -29.7% | +87.1% | +83.4% |
| YTD | +118.6% | -29.4% | +147.9% | +151.5% |
| 1Y | +150.2% | -46.4% | +196.7% | +231.5% |
| 3Y | +160.7% | -22.3% | +183.1% | +194.1% |
| 5Y | +51.2% | +4.5% | +46.7% | +48.7% |
| 10Y | -0.7% | +127.6% | -128.3% | -32.9% |
| All | +125.0% | +230.8% | -105.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling