+310.5%
VSAT vs ALK
+20.7%
+289.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | +12.5% | +2.6% | +9.9% | +11.7% |
| 30D | +11.0% | +7.8% | +3.2% | +6.8% |
| 3M | -11.1% | -15.2% | +4.1% | -5.1% |
| 6M | +2.8% | +5.0% | -2.2% | -1.6% |
| YTD | +118.0% | -18.4% | +136.4% | +129.4% |
| 1Y | +97.1% | -2.4% | +99.5% | +92.2% |
| All | +310.5% | +20.7% | +289.8% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · 6 months rolling