+3.7%
VSAT vs ALLY
+98.1%
-94.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.7% |
| 7D | -17.0% | +0.9% | -17.9% | -17.8% |
| 30D | -9.8% | +3.1% | -12.9% | -11.9% |
| 3M | -22.0% | -12.6% | -9.4% | -16.3% |
| 6M | -5.0% | -12.4% | +7.5% | +1.8% |
| YTD | +85.6% | -13.2% | +98.7% | +98.7% |
| 1Y | +80.2% | +1.8% | +78.4% | +76.9% |
| 3Y | +250.0% | +58.0% | +192.1% | +173.1% |
| 5Y | -4.6% | -8.4% | +3.9% | -6.3% |
| 10Y | -7.2% | +195.3% | -202.5% | -54.7% |
| All | +3.7% | +98.1% | -94.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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