+290.3%
VRSN vs ARMK
+134.7%
+155.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.9% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | -1.9% | +2.4% | -4.3% | -2.5% |
| 3M | +1.4% | +6.1% | -4.7% | 0.0% |
| 6M | +19.0% | +41.8% | -22.7% | +10.6% |
| YTD | +19.2% | +55.5% | -36.3% | +8.6% |
| 1Y | +1.7% | +49.6% | -47.9% | -6.8% |
| 3Y | +41.4% | +122.8% | -81.3% | +18.2% |
| 5Y | +31.7% | +151.0% | -119.3% | +7.0% |
| 10Y | +290.3% | +137.9% | +152.3% | +235.3% |
| All | +290.3% | +134.7% | +155.5% | +235.3% |
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