+3,871.3%
AMAT vs VRSK
+704.6%
+3,166.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.7% |
| 7D | +7.0% | +4.1% | +2.8% | +4.5% |
| 30D | -20.6% | +16.1% | -36.6% | -26.4% |
| 3M | -24.8% | +14.1% | -38.9% | -30.7% |
| 6M | -10.7% | +22.9% | -33.6% | -23.6% |
| YTD | +54.3% | -7.2% | +61.5% | +49.6% |
| 1Y | +73.7% | -3.4% | +77.1% | +64.5% |
| 3Y | +168.4% | -11.5% | +179.9% | +151.9% |
| 5Y | +167.6% | +0.2% | +167.4% | +129.1% |
| 10Y | +1,425.2% | +161.3% | +1,263.9% | +681.4% |
| All | +3,871.3% | +704.6% | +3,166.7% | +1,093.4% |
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