+1,336.2%
VRSN vs ACM
+233.3%
+1,102.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.5% | +5.4% | -4.9% | -1.4% |
| 30D | +4.9% | +15.1% | -10.2% | -0.2% |
| 3M | +5.8% | -10.5% | +16.3% | +9.2% |
| 6M | +12.6% | -19.7% | +32.3% | +20.0% |
| YTD | +28.2% | -28.8% | +57.1% | +41.4% |
| 1Y | +30.4% | -47.9% | +78.3% | +60.1% |
| 3Y | +54.6% | -12.4% | +66.9% | +54.4% |
| 5Y | +35.1% | +0.6% | +34.5% | +27.4% |
| 10Y | +294.0% | +161.3% | +132.7% | +133.8% |
| All | +1,336.2% | +233.3% | +1,102.9% | +536.8% |
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