+1,477.4%
APD vs VRSN
+6,651.0%
-5,173.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +2.1% | -0.2% | +2.3% | +2.1% |
| 3M | +7.2% | -0.3% | +7.5% | +7.0% |
| 6M | +11.2% | +23.0% | -11.7% | +8.1% |
| YTD | +24.4% | +21.3% | +3.0% | +20.8% |
| 1Y | +6.7% | +6.7% | -0.1% | +5.2% |
| 3Y | +9.2% | +45.0% | -35.7% | +3.3% |
| 5Y | +27.4% | +35.0% | -7.7% | +21.0% |
| 10Y | +164.8% | +276.3% | -111.5% | +125.3% |
| All | +1,477.4% | +6,651.0% | -5,173.7% | +767.0% |
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