+91.1%
VSAT vs ACM
+233.3%
-142.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | -17.0% | +5.4% | -22.3% | -19.2% |
| 30D | -9.8% | +15.1% | -24.9% | -16.0% |
| 3M | -22.0% | -10.5% | -11.5% | -19.1% |
| 6M | -5.0% | -19.7% | +14.7% | +3.0% |
| YTD | +85.6% | -28.8% | +114.4% | +111.8% |
| 1Y | +80.2% | -47.9% | +128.1% | +140.5% |
| 3Y | +250.0% | -12.4% | +262.4% | +270.9% |
| 5Y | -4.6% | +0.6% | -5.1% | -4.7% |
| 10Y | -7.2% | +161.3% | -168.5% | -41.0% |
| All | +91.1% | +233.3% | -142.3% | -8.7% |
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