-35.0%
AUR vs VRSN
+31.1%
-66.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -1.3% |
| 7D | +11.1% | -1.0% | +12.2% | +11.8% |
| 30D | -6.9% | -1.9% | -5.0% | -6.2% |
| 3M | +5.5% | +1.4% | +4.1% | +2.4% |
| 6M | +41.0% | +19.0% | +22.0% | +18.1% |
| YTD | +69.3% | +19.2% | +50.1% | +38.8% |
| 1Y | +14.0% | +1.7% | +12.4% | +8.3% |
| 3Y | +90.1% | +41.4% | +48.6% | +24.3% |
| 5Y | -34.4% | +31.7% | -66.1% | -46.4% |
| All | -35.0% | +31.1% | -66.1% | -47.2% |
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