+279.5%
VRSN vs ARMK
+131.1%
+148.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.7% |
| 7D | -0.8% | +0.9% | -1.8% | -1.1% |
| 30D | +0.7% | -0.4% | +1.1% | +0.6% |
| 3M | +4.1% | -2.0% | +6.1% | +4.2% |
| 6M | +6.7% | +22.0% | -15.2% | +2.1% |
| YTD | +27.1% | +49.6% | -22.5% | +16.4% |
| 1Y | +28.0% | +46.4% | -18.4% | +17.7% |
| 3Y | +52.6% | +103.2% | -50.6% | +29.8% |
| 5Y | +33.3% | +108.1% | -74.8% | +11.7% |
| 10Y | +279.5% | +129.4% | +150.1% | +227.1% |
| All | +279.5% | +131.1% | +148.4% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling