+1,573.8%
VSAT vs ALK
+671.1%
+902.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.5% |
| 7D | +11.8% | -0.7% | +12.5% | +12.1% |
| 30D | -7.0% | -19.2% | +12.2% | 0.0% |
| 3M | +3.3% | -1.5% | +4.8% | +2.9% |
| 6M | +57.4% | -13.1% | +70.5% | +63.3% |
| YTD | +118.6% | -16.4% | +135.0% | +129.0% |
| 1Y | +150.2% | -33.1% | +183.3% | +182.8% |
| 3Y | +160.7% | +0.6% | +160.1% | +147.2% |
| 5Y | +51.2% | -26.4% | +77.6% | +58.6% |
| 10Y | -0.7% | -34.2% | +33.5% | -0.4% |
| All | +1,573.8% | +671.1% | +902.7% | +554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling