+0.1%
VSAT vs AMBA
-7.1%
+7.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | +11.8% | -11.0% | +22.8% | +15.8% |
| 30D | -7.0% | -23.2% | +16.1% | +0.8% |
| 3M | +3.3% | -12.7% | +16.0% | +5.7% |
| 6M | +57.4% | +11.2% | +46.2% | +48.4% |
| YTD | +118.6% | -11.2% | +129.8% | +120.8% |
| 1Y | +150.2% | -22.5% | +172.8% | +160.7% |
| 3Y | +160.7% | -1.3% | +162.0% | +142.4% |
| 5Y | +51.2% | -54.2% | +105.3% | +50.7% |
| All | +0.1% | -7.1% | +7.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling