-11.4%
AMAT vs VRSK
+22.9%
-34.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.4% |
| 7D | +19.3% | -2.4% | +21.8% | +16.4% |
| 30D | -17.9% | +16.8% | -34.7% | -0.2% |
| 3M | -30.4% | +14.7% | -45.1% | -15.2% |
| 6M | -11.4% | +24.7% | -36.2% | +21.7% |
| All | -11.4% | +22.9% | -34.3% | +21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling