+379.5%
ALB vs VRSK
+593.4%
-213.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.4% |
| 7D | -8.6% | -5.4% | -3.2% | -6.6% |
| 30D | -4.0% | -1.8% | -2.3% | -3.7% |
| 3M | -17.4% | -2.2% | -15.2% | -17.9% |
| 6M | -25.4% | -14.9% | -10.5% | -21.8% |
| YTD | -10.5% | -20.0% | +9.5% | -4.4% |
| 1Y | +75.8% | -33.1% | +109.0% | +103.4% |
| 3Y | -28.5% | -25.6% | -2.9% | -23.7% |
| 5Y | -45.1% | -10.1% | -35.0% | -47.9% |
| 10Y | +87.3% | +128.4% | -41.1% | +7.5% |
| All | +379.5% | +593.4% | -213.9% | +53.0% |
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