+79.8%
VSAT vs ALM
+44.8%
+35.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.2% | -12.4% | -11.6% |
| 7D | -14.7% | -6.4% | -8.3% | -13.0% |
| 30D | -4.3% | -35.0% | +30.7% | +8.3% |
| 3M | -22.5% | -33.8% | +11.3% | -14.2% |
| 6M | +4.7% | -55.0% | +59.7% | +26.4% |
| YTD | +93.8% | -0.2% | +94.0% | +101.4% |
| 1Y | +79.8% | +41.8% | +38.1% | +67.0% |
| All | +79.8% | +44.8% | +35.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling