-31.4%
ALB vs VRSK
-26.6%
-4.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.0% |
| 7D | -7.6% | -7.7% | +0.1% | -7.5% |
| 30D | -5.6% | -2.8% | -2.8% | -5.6% |
| 3M | -16.8% | -3.7% | -13.1% | -17.1% |
| 6M | -26.3% | -12.8% | -13.5% | -26.0% |
| YTD | -13.2% | -21.0% | +7.7% | -11.8% |
| 1Y | +68.8% | -32.5% | +101.3% | +76.8% |
| All | -31.4% | -26.6% | -4.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling