+227.2%
AMAT vs VRSK
-25.7%
+252.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.4% |
| 7D | +6.9% | -5.4% | +12.3% | +5.3% |
| 30D | -10.1% | -1.8% | -8.3% | -10.3% |
| 3M | -6.0% | -2.2% | -3.7% | -6.2% |
| 6M | +38.6% | -14.9% | +53.6% | +38.9% |
| YTD | +83.1% | -20.0% | +103.1% | +83.2% |
| 1Y | +188.3% | -33.1% | +221.5% | +193.3% |
| All | +227.2% | -25.7% | +252.9% | +221.0% |
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 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