+1,496.1%
APD vs VRSN
+7,034.5%
-5,538.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -3.7% | +0.5% | -4.1% | -3.7% |
| 30D | +9.6% | +4.9% | +4.7% | +8.9% |
| 3M | +1.6% | +5.8% | -4.2% | +0.8% |
| 6M | +2.2% | +12.6% | -10.4% | +0.4% |
| YTD | +25.9% | +28.2% | -2.4% | +21.4% |
| 1Y | +20.1% | +30.4% | -10.3% | +15.6% |
| 3Y | +12.4% | +54.6% | -42.2% | +5.4% |
| 5Y | +11.1% | +35.1% | -24.0% | +5.5% |
| 10Y | +190.1% | +294.0% | -103.8% | +145.3% |
| All | +1,496.1% | +7,034.5% | -5,538.4% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling