+1,259.0%
VRSN vs ACM
+230.8%
+1,028.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | -0.2% | -11.1% | +10.9% | +3.5% |
| 3M | -0.3% | -8.0% | +7.7% | +2.0% |
| 6M | +23.0% | -29.7% | +52.6% | +37.5% |
| YTD | +21.3% | -29.4% | +50.7% | +34.5% |
| 1Y | +6.7% | -46.4% | +53.2% | +29.9% |
| 3Y | +45.0% | -22.3% | +67.3% | +51.6% |
| 5Y | +35.0% | +4.5% | +30.6% | +25.6% |
| 10Y | +276.3% | +127.6% | +148.7% | +136.3% |
| All | +1,259.0% | +230.8% | +1,028.2% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling