-18.4%
AA vs VRSN
+25.8%
-44.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.2% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +5.0% | -0.2% | +5.1% | +5.3% |
| 3M | -35.8% | -0.3% | -35.5% | -35.1% |
| 6M | -18.4% | +23.0% | -41.4% | -16.3% |
| All | -18.4% | +25.8% | -44.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 6mo: compounded portfolio wealth divided by compounded VRSN 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…
6mo analysis · Full analysis span regression · 6 months rolling