+41.6%
VRSN vs ABCL
-81.3%
+122.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -0.2% | +93.1% | -93.2% | -3.9% |
| 3M | -0.3% | +79.4% | -79.7% | -4.0% |
| 6M | +23.0% | +214.9% | -191.9% | +13.9% |
| YTD | +21.3% | +234.2% | -212.9% | +11.5% |
| 1Y | +6.7% | +174.8% | -168.0% | -1.2% |
| 3Y | +45.0% | +104.5% | -59.5% | +33.5% |
| 5Y | +35.0% | -39.0% | +74.0% | +29.7% |
| All | +41.6% | -81.3% | +122.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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