+179.4%
AMAT vs VRSK
-33.5%
+212.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.9% |
| 7D | +4.2% | -7.7% | +11.9% | -0.4% |
| 30D | -13.5% | -2.8% | -10.7% | -14.5% |
| 3M | -8.6% | -3.7% | -4.8% | -9.1% |
| 6M | +31.6% | -12.8% | +44.3% | +30.2% |
| YTD | +77.3% | -21.0% | +98.3% | +69.2% |
| 1Y | +179.4% | -32.5% | +211.8% | +151.2% |
| All | +179.4% | -33.5% | +212.8% | +151.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling