+48.8%
VSAT vs ALC
-16.0%
+64.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +6.1% |
| 7D | +11.8% | -2.1% | +13.9% | +12.9% |
| 30D | -7.0% | -0.1% | -6.9% | -7.2% |
| 3M | +3.3% | +5.9% | -2.6% | -0.5% |
| 6M | +57.4% | -15.9% | +73.4% | +70.4% |
| YTD | +118.6% | -10.1% | +128.7% | +126.7% |
| 1Y | +150.2% | -10.2% | +160.5% | +159.4% |
| 3Y | +160.7% | -13.6% | +174.3% | +165.2% |
| All | +48.8% | -16.0% | +64.8% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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