+290.3%
VRSN vs ACM
+124.8%
+165.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.5% |
| 7D | -1.0% | -3.7% | +2.6% | 0.0% |
| 30D | -1.9% | -12.7% | +10.8% | +1.5% |
| 3M | +1.4% | -9.8% | +11.2% | +3.8% |
| 6M | +19.0% | -31.4% | +50.4% | +31.0% |
| YTD | +19.2% | -32.1% | +51.3% | +30.7% |
| 1Y | +1.7% | -47.8% | +49.5% | +19.9% |
| 3Y | +41.4% | -22.1% | +63.5% | +46.1% |
| 5Y | +31.7% | +1.8% | +29.9% | +25.4% |
| 10Y | +290.3% | +132.5% | +157.7% | +192.4% |
| All | +290.3% | +124.8% | +165.5% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ACM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling