+211.2%
VSAT vs AMP
+2,123.7%
-1,912.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.4% |
| 7D | +11.8% | +0.2% | +11.6% | +11.7% |
| 30D | -7.0% | -0.1% | -7.0% | -7.0% |
| 3M | +3.3% | +23.6% | -20.3% | -6.9% |
| 6M | +57.4% | +20.4% | +37.1% | +43.2% |
| YTD | +118.6% | +15.4% | +103.1% | +102.3% |
| 1Y | +150.2% | +11.0% | +139.3% | +136.4% |
| 3Y | +160.7% | +70.5% | +90.2% | +103.6% |
| 5Y | +51.2% | +121.4% | -70.2% | +3.8% |
| 10Y | -0.7% | +575.6% | -576.2% | -59.3% |
| All | +211.2% | +2,123.7% | -1,912.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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