-43.4%
ALB vs VRSK
-11.9%
-31.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -7.6% | -7.7% | +0.1% | -5.9% |
| 30D | -5.6% | -2.8% | -2.8% | -5.2% |
| 3M | -16.8% | -3.7% | -13.1% | -17.0% |
| 6M | -26.3% | -12.8% | -13.5% | -24.4% |
| YTD | -13.2% | -21.0% | +7.7% | -8.3% |
| 1Y | +68.8% | -32.5% | +101.3% | +89.9% |
| 3Y | -30.7% | -26.5% | -4.1% | -27.7% |
| All | -43.4% | -11.9% | -31.5% | -51.0% |
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