+369.5%
ALAB vs VRSK
-24.5%
+394.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.5% |
| 7D | -6.2% | -5.2% | -1.0% | -9.8% |
| 30D | -8.7% | -2.3% | -6.3% | -10.0% |
| 3M | -20.7% | -2.9% | -17.8% | -20.5% |
| 6M | +133.5% | -12.8% | +146.3% | +124.2% |
| YTD | +75.1% | -20.8% | +95.9% | +62.7% |
| 1Y | +25.0% | -33.2% | +58.3% | +7.7% |
| All | +369.5% | -24.5% | +394.0% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling