+665.8%
AG vs VRSK
+585.1%
+80.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | -5.8% | -7.7% | +1.9% | -3.9% |
| 30D | +6.4% | -2.8% | +9.2% | +7.0% |
| 3M | +28.4% | -3.7% | +32.1% | +28.2% |
| 6M | -24.5% | -12.8% | -11.7% | -23.1% |
| YTD | +21.2% | -21.0% | +42.2% | +26.6% |
| 1Y | +114.1% | -32.5% | +146.6% | +134.5% |
| 3Y | +268.0% | -26.5% | +294.6% | +283.5% |
| 5Y | +67.3% | -11.5% | +78.8% | +60.6% |
| 10Y | +66.1% | +125.7% | -59.6% | +14.6% |
| All | +665.8% | +585.1% | +80.8% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling