+23.5%
ADM vs VRSN
+37.7%
-14.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +2.2% |
| 7D | +0.1% | -1.2% | +1.4% | +0.3% |
| 30D | -11.8% | +3.8% | -15.6% | -12.5% |
| 3M | -11.3% | +9.5% | -20.8% | -13.0% |
| 6M | -10.0% | +10.3% | -20.3% | -12.1% |
| YTD | +25.9% | +30.5% | -4.6% | +18.2% |
| 1Y | +26.7% | +27.9% | -1.2% | +19.4% |
| 3Y | +8.1% | +54.3% | -46.2% | -5.2% |
| 5Y | +23.5% | +37.2% | -13.7% | +4.9% |
| All | +23.5% | +37.7% | -14.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling