+131.7%
AG vs VRSK
-30.3%
+161.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -2.8% |
| 7D | +1.0% | -3.1% | +4.1% | 0.0% |
| 30D | +19.2% | -1.6% | +20.7% | +18.5% |
| 3M | +6.2% | +3.5% | +2.7% | +7.8% |
| 6M | -26.7% | -13.4% | -13.3% | -25.5% |
| YTD | +26.1% | -16.5% | +42.6% | +28.0% |
| 1Y | +131.7% | -30.6% | +162.2% | +170.5% |
| All | +131.7% | -30.3% | +161.9% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling