+14.9%
VSAT vs ALC
-11.2%
+26.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.8% | +8.6% |
| 7D | -17.0% | +4.9% | -21.9% | -19.2% |
| 30D | -9.8% | +19.0% | -28.7% | -17.6% |
| 3M | -22.0% | +7.8% | -29.8% | -25.7% |
| 6M | -5.0% | +14.6% | -19.5% | -13.0% |
| YTD | +85.6% | -4.4% | +90.0% | +85.3% |
| 1Y | +80.2% | +1.4% | +78.8% | +73.4% |
| 3Y | +250.0% | +2.5% | +247.5% | +219.6% |
| All | +14.9% | -11.2% | +26.1% | +5.0% |
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